-80.5%
TE vs DD
+128.5%
-209.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.7% |
| 7D | -19.1% | +5.0% | -24.0% | -21.4% |
| 30D | -34.1% | +19.7% | -53.8% | -40.0% |
| 3M | -60.1% | +7.2% | -67.3% | -61.4% |
| 6M | -66.0% | +1.0% | -67.0% | -65.7% |
| YTD | -71.4% | +29.1% | -100.5% | -74.6% |
| 1Y | -45.3% | +28.5% | -73.7% | -51.2% |
| 3Y | +9.1% | +89.4% | -80.3% | -15.7% |
| 5Y | -82.6% | +67.1% | -149.7% | -86.6% |
| All | -80.5% | +128.5% | -209.1% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling