+122.4%
TD vs DD
+59.3%
+63.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.4% |
| 7D | -1.9% | -3.8% | +1.9% | -0.8% |
| 30D | -1.6% | -9.2% | +7.6% | +1.2% |
| 3M | +4.6% | -9.0% | +13.6% | +7.4% |
| 6M | +26.8% | -5.0% | +31.8% | +28.0% |
| YTD | +28.3% | +7.4% | +20.9% | +24.3% |
| 1Y | +60.4% | +35.1% | +25.3% | +43.7% |
| 3Y | +125.7% | +43.2% | +82.5% | +92.8% |
| 5Y | +122.4% | +59.6% | +62.7% | +77.5% |
| All | +122.4% | +59.3% | +63.0% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling