-82.0%
TE vs DD
+67.6%
-149.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.0% |
| 7D | -13.6% | +6.7% | -20.3% | -19.2% |
| 30D | -37.7% | +19.4% | -57.1% | -47.0% |
| 3M | -59.8% | +7.6% | -67.4% | -62.3% |
| 6M | -66.3% | +2.9% | -69.2% | -66.7% |
| YTD | -70.5% | +29.9% | -100.4% | -76.9% |
| 1Y | -48.8% | +28.6% | -77.5% | -59.3% |
| 3Y | +31.3% | +90.0% | -58.7% | -24.7% |
| 5Y | -82.0% | +68.1% | -150.2% | -89.0% |
| All | -82.0% | +67.6% | -149.6% | -89.0% |
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