-72.2%
TTD vs MOD
+45.0%
-117.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -3.9% |
| 7D | +6.3% | +9.6% | -3.2% | +7.4% |
| 30D | -23.9% | 0.0% | -23.9% | -23.8% |
| 3M | -31.4% | -35.4% | +4.0% | -33.3% |
| 6M | -42.7% | -7.3% | -35.4% | -42.7% |
| YTD | -62.0% | +45.8% | -107.8% | -61.4% |
| 1Y | -72.2% | +43.1% | -115.4% | -69.4% |
| All | -72.2% | +45.0% | -117.2% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling