+234.9%
TPR vs DD
+67.2%
+167.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | +5.0% | -5.2% | -3.3% |
| 30D | +15.1% | +19.7% | -4.6% | +1.9% |
| 3M | +3.5% | +7.2% | -3.7% | -1.9% |
| 6M | +0.4% | +1.0% | -0.6% | -1.5% |
| YTD | +4.6% | +29.1% | -24.5% | -13.8% |
| 1Y | +33.1% | +28.5% | +4.6% | +10.0% |
| 3Y | +396.0% | +89.4% | +306.5% | +196.2% |
| All | +234.9% | +67.2% | +167.7% | +117.7% |
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