-85.1%
TTD vs DD
+67.2%
-152.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +21.3% | +5.0% | +16.3% | +17.8% |
| 30D | +28.7% | +19.7% | +9.0% | +14.4% |
| 3M | +7.7% | +7.2% | +0.5% | +2.6% |
| 6M | -23.5% | +1.0% | -24.5% | -24.5% |
| YTD | -58.7% | +29.1% | -87.8% | -67.1% |
| 1Y | -63.4% | +28.5% | -91.9% | -70.8% |
| 3Y | -75.3% | +89.4% | -164.7% | -87.1% |
| All | -85.1% | +67.2% | -152.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling