+379.4%
TTD vs DD
+74.0%
+305.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.6% |
| 7D | +6.3% | -3.5% | +9.8% | +8.4% |
| 30D | -23.9% | -10.3% | -13.6% | -19.0% |
| 3M | -31.4% | -7.5% | -23.8% | -28.4% |
| 6M | -42.7% | -8.0% | -34.7% | -41.2% |
| YTD | -62.0% | +10.5% | -72.5% | -65.3% |
| 1Y | -72.2% | +38.3% | -110.5% | -78.1% |
| 3Y | -81.9% | +42.5% | -124.4% | -86.5% |
| 5Y | -81.5% | +60.2% | -141.7% | -87.0% |
| All | +379.4% | +74.0% | +305.4% | +168.5% |
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 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