+17.4%
TTMI vs DD
+27.9%
-10.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.3% |
| 7D | +11.4% | +5.0% | +6.4% | +6.6% |
| 30D | -28.3% | +19.7% | -48.0% | -38.3% |
| 3M | -46.7% | +7.2% | -53.8% | -49.4% |
| 6M | -56.1% | +1.0% | -57.2% | -56.6% |
| YTD | +7.4% | +29.1% | -21.7% | -11.6% |
| 1Y | +17.4% | +28.5% | -11.1% | -2.9% |
| All | +17.4% | +27.9% | -10.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling