+311.2%
TPR vs DD
+69.4%
+241.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.0% |
| 30D | -27.3% | -7.4% | -19.9% | -23.4% |
| 3M | -16.2% | -6.4% | -9.8% | -12.6% |
| 6M | -17.9% | -2.5% | -15.4% | -17.2% |
| YTD | -7.1% | +10.2% | -17.4% | -15.1% |
| 1Y | +13.6% | +36.9% | -23.3% | -11.8% |
| 3Y | +293.7% | +47.0% | +246.7% | +177.8% |
| 5Y | +239.1% | +63.1% | +175.9% | +119.1% |
| 10Y | +311.2% | +68.2% | +243.0% | +112.2% |
| All | +311.2% | +69.4% | +241.8% | +112.2% |
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