-80.6%
TTD vs DD
+61.7%
-142.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +1.7% | -0.6% | +2.3% | +2.1% |
| 30D | +1.6% | -7.4% | +9.0% | +6.6% |
| 3M | -27.8% | -6.4% | -21.4% | -24.9% |
| 6M | -52.1% | -2.5% | -49.6% | -52.6% |
| YTD | -63.1% | +10.2% | -73.3% | -67.1% |
| 1Y | -73.1% | +36.9% | -110.0% | -80.0% |
| 3Y | -83.3% | +47.0% | -130.3% | -89.0% |
| 5Y | -80.6% | +63.1% | -143.8% | -88.1% |
| All | -80.6% | +61.7% | -142.3% | -88.1% |
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 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