+444.9%
TTMI vs DD
+89.9%
+354.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +22.6% | +6.7% | +15.9% | +17.5% |
| 30D | -34.3% | +19.4% | -53.7% | -41.3% |
| 3M | -44.8% | +7.6% | -52.4% | -47.1% |
| 6M | -53.3% | +2.9% | -56.2% | -54.0% |
| YTD | +10.6% | +29.9% | -19.3% | -5.5% |
| 1Y | +8.2% | +28.6% | -20.4% | -6.9% |
| All | +444.9% | +89.9% | +354.9% | +239.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling