+130.4%
TD vs DD
+88.8%
+41.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.1% | +5.0% | -3.8% | +0.1% |
| 30D | +5.2% | +19.7% | -14.5% | +1.4% |
| 3M | +1.2% | +7.2% | -6.0% | -0.3% |
| 6M | +17.7% | +1.0% | +16.7% | +17.1% |
| YTD | +34.2% | +29.1% | +5.1% | +27.0% |
| 1Y | +55.4% | +28.5% | +27.0% | +47.1% |
| 3Y | +130.4% | +89.4% | +40.9% | +88.5% |
| All | +130.4% | +88.8% | +41.6% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling