+12,759.1%
TDG vs DD
+195.2%
+12,563.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | -2.4% | -3.8% | +1.3% | -0.9% |
| 30D | -8.0% | -9.2% | +1.2% | -4.3% |
| 3M | -10.5% | -9.0% | -1.5% | -7.1% |
| 6M | -11.9% | -5.0% | -7.0% | -10.7% |
| YTD | -15.4% | +7.4% | -22.7% | -18.9% |
| 1Y | -14.2% | +35.1% | -49.3% | -25.8% |
| 3Y | +51.0% | +43.2% | +7.8% | +23.1% |
| 5Y | +126.5% | +59.6% | +66.8% | +74.6% |
| 10Y | +535.6% | +66.5% | +469.0% | +356.0% |
| All | +12,759.1% | +195.2% | +12,563.9% | +7,520.2% |
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