+14,178.8%
TT vs DD
+1,082.4%
+13,096.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.8% |
| 7D | -2.0% | +4.6% | -6.6% | -4.4% |
| 30D | -14.0% | +11.8% | -25.8% | -19.0% |
| 3M | -15.9% | +2.2% | -18.0% | -17.1% |
| 6M | -17.3% | -1.6% | -15.7% | -17.2% |
| YTD | +4.0% | +23.0% | -19.0% | -7.7% |
| 1Y | -7.1% | +26.9% | -34.1% | -19.0% |
| 3Y | +90.2% | +77.9% | +12.4% | +33.6% |
| 5Y | +131.1% | +59.9% | +71.2% | +67.6% |
| 10Y | +777.7% | +90.1% | +687.7% | +431.6% |
| All | +14,178.8% | +1,082.4% | +13,096.4% | +2,693.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling