-72.2%
TTD vs DD
+41.5%
-113.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.4% |
| 7D | +6.3% | -3.5% | +9.8% | +6.6% |
| 30D | -23.9% | -10.3% | -13.6% | -23.2% |
| 3M | -31.4% | -7.5% | -23.8% | -30.8% |
| 6M | -42.7% | -8.0% | -34.7% | -42.1% |
| YTD | -62.0% | +10.5% | -72.5% | -63.3% |
| 1Y | -72.2% | +38.3% | -110.5% | -74.1% |
| All | -72.2% | +41.5% | -113.7% | -74.1% |
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