+15,818.7%
TT vs DD
+961.9%
+14,856.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | 0.0% | -3.5% | +3.5% | +1.8% |
| 30D | -7.2% | -10.3% | +3.2% | -2.0% |
| 3M | -3.0% | -7.5% | +4.6% | +0.7% |
| 6M | +1.4% | -8.0% | +9.4% | +5.0% |
| YTD | +15.9% | +10.5% | +5.4% | +9.0% |
| 1Y | +9.4% | +38.3% | -28.8% | -9.0% |
| 3Y | +124.4% | +42.5% | +81.9% | +76.1% |
| 5Y | +138.0% | +60.2% | +77.8% | +72.0% |
| 10Y | +886.4% | +68.9% | +817.5% | +536.8% |
| All | +15,818.7% | +961.9% | +14,856.8% | +3,200.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling