+256.1%
TPR vs DD
+58.5%
+197.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.7% |
| 7D | +14.2% | +4.6% | +9.6% | +10.2% |
| 30D | +17.1% | +11.8% | +5.3% | +8.2% |
| 3M | -17.7% | +2.2% | -19.9% | -19.7% |
| 6M | -10.2% | -1.6% | -8.5% | -10.3% |
| YTD | +4.9% | +23.0% | -18.1% | -10.8% |
| 1Y | +36.1% | +26.9% | +9.2% | +13.2% |
| 3Y | +416.5% | +77.9% | +338.6% | +221.5% |
| All | +256.1% | +58.5% | +197.7% | +142.2% |
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 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