+524.6%
TRI vs DD
+377.6%
+147.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -7.1% | -0.6% | -6.5% | -7.0% |
| 30D | -2.3% | -7.4% | +5.1% | -0.3% |
| 3M | +19.6% | -6.4% | +26.0% | +21.2% |
| 6M | -8.7% | -2.5% | -6.2% | -9.3% |
| YTD | -22.3% | +10.2% | -32.5% | -25.7% |
| 1Y | -40.7% | +36.9% | -77.6% | -47.0% |
| 3Y | -17.8% | +47.0% | -64.8% | -29.9% |
| 5Y | -8.5% | +63.1% | -71.6% | -26.0% |
| 10Y | +192.6% | +68.2% | +124.4% | +115.3% |
| All | +524.6% | +377.6% | +147.1% | +164.7% |
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 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