+7,716.4%
TPR vs DD
+494.8%
+7,221.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -2.3% | -3.5% | +1.2% | -0.3% |
| 30D | -23.0% | -10.3% | -12.7% | -18.2% |
| 3M | -12.5% | -7.5% | -4.9% | -8.8% |
| 6M | -21.4% | -8.0% | -13.4% | -18.0% |
| YTD | -3.5% | +10.5% | -14.0% | -10.0% |
| 1Y | +17.4% | +38.3% | -20.9% | -4.3% |
| 3Y | +291.3% | +42.5% | +248.8% | +205.7% |
| 5Y | +241.9% | +60.2% | +181.7% | +150.6% |
| 10Y | +322.7% | +68.9% | +253.8% | +189.5% |
| All | +7,716.4% | +494.8% | +7,221.6% | +2,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling