-4.5%
TT vs DD
+49.3%
-53.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -8.5% | +8.7% | -17.2% | -11.3% |
| 30D | -12.8% | +15.3% | -28.1% | -17.5% |
| 3M | -12.9% | +5.9% | -18.8% | -14.7% |
| 6M | -15.2% | +11.6% | -26.8% | -18.6% |
| YTD | +6.2% | +26.5% | -20.3% | -0.3% |
| 1Y | -4.5% | +35.4% | -39.9% | -12.1% |
| All | -4.5% | +49.3% | -53.8% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling