-45.4%
TE vs DD
+59.3%
-104.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -0.6% |
| 7D | +15.0% | -3.8% | +18.8% | +18.9% |
| 30D | -7.5% | -9.2% | +1.7% | +1.2% |
| 3M | -42.0% | -9.0% | -33.0% | -36.0% |
| 6M | -31.4% | -5.0% | -26.5% | -27.2% |
| YTD | -26.5% | +7.4% | -33.9% | -31.0% |
| 1Y | +153.1% | +35.1% | +118.0% | +95.3% |
| 3Y | -20.7% | +43.2% | -63.9% | -40.7% |
| 5Y | -45.4% | +59.6% | -105.1% | -61.4% |
| All | -45.4% | +59.3% | -104.8% | -61.4% |
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