+753.3%
TT vs MOD
+911.6%
-158.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.1% |
| 7D | -2.0% | -25.5% | +23.5% | +4.0% |
| 30D | -14.0% | -49.0% | +35.0% | -0.9% |
| 3M | -15.9% | -49.8% | +34.0% | -3.2% |
| 6M | -17.3% | -64.8% | +47.4% | +1.8% |
| YTD | +4.0% | -27.6% | +31.6% | +7.9% |
| 1Y | -7.1% | -35.2% | +28.1% | -2.0% |
| 3Y | +90.2% | +137.1% | -46.9% | +42.4% |
| 5Y | +131.1% | +760.3% | -629.2% | +26.2% |
| All | +753.3% | +911.6% | -158.4% | +303.8% |
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