+748.4%
TT vs MOD
+822.6%
-74.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +8.1% | +16.1% | -8.0% | +4.4% |
| 30D | -11.3% | -38.5% | +27.2% | -1.9% |
| 3M | -11.2% | -46.8% | +35.6% | +0.8% |
| 6M | -8.9% | -61.6% | +52.7% | +10.0% |
| YTD | +9.7% | -20.5% | +30.3% | +11.5% |
| 1Y | +1.3% | -28.0% | +29.3% | +4.4% |
| 3Y | +93.4% | +134.9% | -41.6% | +44.7% |
| 5Y | +133.5% | +833.2% | -699.6% | +25.0% |
| All | +748.4% | +822.6% | -74.2% | +303.3% |
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