+443.1%
TTMI vs DD
+552.9%
-109.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.6% |
| 7D | +5.9% | -3.5% | +9.4% | +8.2% |
| 30D | -4.3% | -10.3% | +6.0% | +2.3% |
| 3M | -32.0% | -7.5% | -24.5% | -28.5% |
| 6M | +19.5% | -8.0% | +27.5% | +27.0% |
| YTD | +82.0% | +10.5% | +71.6% | +71.7% |
| 1Y | +172.6% | +38.3% | +134.4% | +124.1% |
| 3Y | +744.7% | +42.5% | +702.2% | +563.5% |
| 5Y | +805.6% | +60.2% | +745.4% | +554.0% |
| 10Y | +1,057.6% | +68.9% | +988.7% | +634.2% |
| All | +443.1% | +552.9% | -109.8% | +29.7% |
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