+357.0%
TPR vs DD
+98.3%
+258.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.1% | +6.7% | -7.9% | -5.6% |
| 30D | +15.1% | +19.4% | -4.3% | +0.7% |
| 3M | -13.4% | +7.6% | -21.0% | -18.7% |
| 6M | +1.4% | +2.9% | -1.5% | -2.4% |
| YTD | +4.8% | +29.9% | -25.1% | -15.5% |
| 1Y | +29.2% | +28.6% | +0.6% | +4.8% |
| 3Y | +403.7% | +90.0% | +313.7% | +192.5% |
| 5Y | +230.8% | +68.1% | +162.7% | +109.3% |
| All | +357.0% | +98.3% | +258.7% | +113.4% |
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 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