-53.1%
TE vs DD
+88.7%
-141.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +0.2% | -3.5% | +3.7% | +2.1% |
| 30D | -5.9% | -11.7% | +5.7% | +0.6% |
| 3M | -45.6% | -9.2% | -36.3% | -42.3% |
| 6M | -43.4% | -7.2% | -36.2% | -40.4% |
| YTD | -31.0% | +6.6% | -37.6% | -32.4% |
| 1Y | +145.2% | +32.0% | +113.2% | +118.2% |
| 3Y | -24.1% | +42.1% | -66.2% | -33.5% |
| 5Y | -48.1% | +58.1% | -106.2% | -55.9% |
| All | -53.1% | +88.7% | -141.8% | -60.5% |
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 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