+7,857.5%
TD vs DD
+609.3%
+7,248.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -0.7% | -7.4% | +6.8% | +2.0% |
| 3M | +6.3% | -6.4% | +12.7% | +8.5% |
| 6M | +27.9% | -2.5% | +30.4% | +28.2% |
| YTD | +29.8% | +10.2% | +19.6% | +24.1% |
| 1Y | +63.7% | +36.9% | +26.7% | +44.2% |
| 3Y | +128.3% | +47.0% | +81.3% | +90.5% |
| 5Y | +125.5% | +63.1% | +62.4% | +78.5% |
| 10Y | +296.7% | +68.2% | +228.5% | +191.3% |
| All | +7,857.5% | +609.3% | +7,248.3% | +2,804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling