+893.7%
TT vs DD
+69.4%
+824.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | -7.3% | -7.4% | +0.1% | -4.2% |
| 3M | -2.6% | -6.4% | +3.9% | +0.1% |
| 6M | +5.9% | -2.5% | +8.4% | +6.5% |
| YTD | +15.4% | +10.2% | +5.2% | +9.7% |
| 1Y | +8.2% | +36.9% | -28.7% | -7.2% |
| 3Y | +122.7% | +47.0% | +75.6% | +78.6% |
| 5Y | +145.0% | +63.1% | +81.8% | +82.8% |
| 10Y | +893.7% | +68.2% | +825.6% | +539.2% |
| All | +893.7% | +69.4% | +824.4% | +539.2% |
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