+389.7%
TPR vs DD
+105.4%
+284.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | -1.6% |
| 7D | +12.7% | +9.8% | +2.9% | +4.7% |
| 30D | +17.1% | +19.3% | -2.3% | +2.5% |
| 3M | -15.9% | +9.4% | -25.2% | -22.0% |
| 6M | +2.6% | +4.8% | -2.2% | -2.4% |
| YTD | +7.5% | +30.2% | -22.7% | -13.5% |
| 1Y | +32.9% | +32.2% | +0.7% | +5.7% |
| 3Y | +413.8% | +93.1% | +320.7% | +194.8% |
| 5Y | +263.9% | +68.0% | +195.9% | +130.5% |
| 10Y | +389.7% | +98.5% | +291.2% | +131.1% |
| All | +389.7% | +105.4% | +284.3% | +131.1% |
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