-72.0%
TTD vs DD
+49.3%
-121.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.1% |
| 7D | +3.7% | +8.7% | -5.0% | +2.4% |
| 30D | +10.4% | +15.3% | -4.9% | +8.3% |
| 3M | -31.6% | +5.9% | -37.5% | -32.2% |
| 6M | -45.1% | +11.6% | -56.7% | -45.9% |
| YTD | -65.1% | +26.5% | -91.7% | -68.9% |
| 1Y | -72.0% | +35.4% | -107.4% | -76.2% |
| All | -72.0% | +49.3% | -121.3% | -76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling