+558.1%
TTD vs DD
+100.9%
+457.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.6% |
| 7D | +19.9% | +2.2% | +17.7% | +18.7% |
| 30D | +27.6% | +20.7% | +7.0% | +15.0% |
| 3M | +15.2% | +11.3% | +3.8% | +8.2% |
| 6M | -33.2% | +6.0% | -39.2% | -35.8% |
| YTD | -59.4% | +31.7% | -91.1% | -66.4% |
| 1Y | -64.4% | +32.2% | -96.6% | -70.6% |
| 3Y | -75.9% | +92.7% | -168.6% | -84.8% |
| 5Y | -82.6% | +72.1% | -154.7% | -88.3% |
| 10Y | +558.1% | +99.7% | +458.5% | +332.6% |
| All | +558.1% | +100.9% | +457.2% | +332.6% |
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