-9.8%
TRI vs DD
+56.1%
-65.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.9% | -3.5% | -4.4% | -7.5% |
| 30D | -4.5% | -11.7% | +7.1% | -3.1% |
| 3M | +22.1% | -9.2% | +31.3% | +23.3% |
| 6M | -2.8% | -7.2% | +4.4% | -2.6% |
| YTD | -23.4% | +6.6% | -30.0% | -25.3% |
| 1Y | -41.5% | +32.0% | -73.5% | -45.4% |
| 3Y | -19.2% | +42.1% | -61.3% | -27.0% |
| All | -9.8% | +56.1% | -65.9% | -21.6% |
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