+733.5%
TT vs MOD
+857.0%
-123.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -2.8% |
| 7D | -9.0% | -34.2% | +25.2% | -0.7% |
| 30D | -17.6% | -51.9% | +34.3% | -3.8% |
| 3M | -18.7% | -53.0% | +34.4% | -5.0% |
| 6M | -17.4% | -66.4% | +48.9% | +2.7% |
| YTD | +1.5% | -31.5% | +33.1% | +6.8% |
| 1Y | -9.4% | -39.6% | +30.2% | -2.9% |
| 3Y | +85.1% | +116.8% | -31.7% | +41.3% |
| 5Y | +125.7% | +713.8% | -588.1% | +24.8% |
| All | +733.5% | +857.0% | -123.5% | +299.4% |
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