+132.3%
TT vs DD
+67.2%
+65.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +4.0% | +5.0% | -0.9% | +2.1% |
| 30D | -11.3% | +19.7% | -31.0% | -17.5% |
| 3M | -12.3% | +7.2% | -19.5% | -14.8% |
| 6M | -10.8% | +1.0% | -11.9% | -11.5% |
| YTD | +8.2% | +29.1% | -20.9% | -2.8% |
| 1Y | +1.5% | +28.5% | -27.0% | -8.7% |
| 3Y | +91.5% | +89.4% | +2.0% | +41.5% |
| All | +132.3% | +67.2% | +65.1% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling