+229.9%
TTMI vs DD
+667.6%
-437.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +22.6% | +6.7% | +15.9% | +18.1% |
| 30D | -34.3% | +19.4% | -53.7% | -40.7% |
| 3M | -44.8% | +7.6% | -52.4% | -46.8% |
| 6M | -53.3% | +2.9% | -56.2% | -53.8% |
| YTD | +10.6% | +29.9% | -19.3% | -5.0% |
| 1Y | +8.2% | +28.6% | -20.4% | -6.4% |
| 3Y | +435.7% | +90.0% | +345.7% | +257.5% |
| 5Y | +434.2% | +68.1% | +366.0% | +278.1% |
| 10Y | +426.4% | +98.7% | +327.7% | +203.4% |
| All | +229.9% | +667.6% | -437.8% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling