+750.6%
TT vs DD
+105.4%
+645.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +2.1% |
| 7D | +1.7% | +9.8% | -8.0% | -2.4% |
| 30D | -11.8% | +19.3% | -31.2% | -18.5% |
| 3M | -12.6% | +9.4% | -22.0% | -16.2% |
| 6M | -9.4% | +4.8% | -14.2% | -11.6% |
| YTD | +8.8% | +30.2% | -21.4% | -4.0% |
| 1Y | -2.5% | +32.2% | -34.7% | -14.6% |
| 3Y | +95.7% | +93.1% | +2.6% | +39.4% |
| 5Y | +135.7% | +68.0% | +67.7% | +75.0% |
| 10Y | +750.6% | +98.5% | +652.1% | +438.4% |
| All | +750.6% | +105.4% | +645.2% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling