+1,084.3%
TTMI vs DD
+67.0%
+1,017.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | +6.0% | -2.9% | +8.9% | +7.9% |
| 30D | -6.4% | -11.5% | +5.1% | +0.7% |
| 3M | -28.9% | -5.4% | -23.5% | -26.3% |
| 6M | +26.9% | -6.9% | +33.8% | +33.5% |
| YTD | +77.3% | +6.9% | +70.4% | +71.3% |
| 1Y | +147.5% | +35.6% | +111.9% | +108.5% |
| 3Y | +847.6% | +42.5% | +805.1% | +656.1% |
| 5Y | +802.2% | +58.5% | +743.7% | +568.6% |
| All | +1,084.3% | +67.0% | +1,017.3% | +554.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling