+750.6%
TT vs MOD
+1,005.7%
-255.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.2% | +2.5% |
| 7D | +1.7% | -13.9% | +15.7% | +4.5% |
| 30D | -11.8% | -41.5% | +29.7% | -1.5% |
| 3M | -12.6% | -45.7% | +33.1% | -1.2% |
| 6M | -9.4% | -61.1% | +51.8% | +9.1% |
| YTD | +8.8% | -20.5% | +29.3% | +10.6% |
| 1Y | -2.5% | -32.1% | +29.6% | +1.8% |
| 3Y | +95.7% | +146.5% | -50.8% | +45.1% |
| 5Y | +135.7% | +812.7% | -677.0% | +27.0% |
| 10Y | +750.6% | +966.8% | -216.2% | +300.8% |
| All | +750.6% | +1,005.7% | -255.1% | +300.8% |
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