+873.0%
TTMI vs DD
+42.2%
+830.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.4% | -2.3% |
| 7D | +7.5% | -3.8% | +11.3% | +10.1% |
| 30D | -4.5% | -9.2% | +4.7% | +1.6% |
| 3M | -28.5% | -9.0% | -19.5% | -24.2% |
| 6M | +28.4% | -5.0% | +33.3% | +33.7% |
| YTD | +80.1% | +7.4% | +72.7% | +74.5% |
| 1Y | +161.0% | +35.1% | +125.9% | +123.6% |
| All | +873.0% | +42.2% | +830.8% | +688.3% |
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