+396.5%
TTMI vs DD
+97.1%
+299.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +11.4% | +5.0% | +6.4% | +8.4% |
| 30D | -28.3% | +19.7% | -48.0% | -35.2% |
| 3M | -46.7% | +7.2% | -53.8% | -48.4% |
| 6M | -56.1% | +1.0% | -57.2% | -56.1% |
| YTD | +7.4% | +29.1% | -21.7% | -6.6% |
| 1Y | +17.4% | +28.5% | -11.1% | +2.5% |
| 3Y | +429.1% | +89.4% | +339.7% | +263.0% |
| 5Y | +418.8% | +67.1% | +351.6% | +274.0% |
| All | +396.5% | +97.1% | +299.4% | +182.0% |
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