-73.5%
TTD vs DD
+33.7%
-107.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -4.6% | -3.8% | -0.8% | -4.3% |
| 30D | +3.7% | -9.2% | +12.9% | +4.5% |
| 3M | -30.2% | -9.0% | -21.2% | -29.5% |
| 6M | -51.4% | -5.0% | -46.4% | -51.2% |
| YTD | -63.4% | +7.4% | -70.8% | -64.7% |
| 1Y | -73.5% | +35.1% | -108.6% | -75.2% |
| All | -73.5% | +33.7% | -107.2% | -75.2% |
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