+911.5%
TT vs MOD
+1,642.7%
-731.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.1% |
| 7D | 0.0% | +9.6% | -9.6% | -2.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -3.0% | -35.4% | +32.4% | +6.0% |
| 6M | +1.4% | -7.3% | +8.6% | +1.2% |
| YTD | +15.9% | +45.8% | -29.9% | +4.1% |
| 1Y | +9.4% | +43.1% | -33.7% | -2.4% |
| 3Y | +124.4% | +297.7% | -173.3% | +50.7% |
| 5Y | +138.0% | +1,478.8% | -1,340.7% | +14.3% |
| All | +911.5% | +1,642.7% | -731.2% | +312.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling