+13,847.2%
TT vs MOD
+1,544.7%
+12,302.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.3% | +2.9% | -2.7% |
| 7D | -9.0% | -34.2% | +25.2% | -0.3% |
| 30D | -17.6% | -51.9% | +34.3% | -3.1% |
| 3M | -18.7% | -53.0% | +34.4% | -4.3% |
| 6M | -17.4% | -66.4% | +48.9% | +3.7% |
| YTD | +1.5% | -31.5% | +33.1% | +6.7% |
| 1Y | -9.4% | -39.6% | +30.2% | -2.8% |
| 3Y | +85.1% | +116.8% | -31.7% | +37.1% |
| 5Y | +125.7% | +713.8% | -588.1% | +16.6% |
| 10Y | +757.3% | +882.7% | -125.4% | +256.6% |
| All | +13,847.2% | +1,544.7% | +12,302.5% | +3,817.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling