+430.9%
TTD vs DD
+105.8%
+325.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.1% |
| 7D | +20.8% | +3.2% | +17.5% | +19.0% |
| 30D | +33.8% | +20.3% | +13.6% | +20.8% |
| 3M | +17.8% | +8.2% | +9.7% | +12.6% |
| 6M | -25.7% | +3.4% | -29.2% | -27.6% |
| YTD | -57.9% | +30.6% | -88.5% | -65.1% |
| 1Y | -63.8% | +30.6% | -94.5% | -70.0% |
| 3Y | -75.0% | +91.1% | -166.2% | -84.2% |
| 5Y | -82.5% | +68.6% | -151.1% | -88.1% |
| 10Y | +527.9% | +99.9% | +428.0% | +243.6% |
| All | +430.9% | +105.8% | +325.1% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling