+520.1%
TTD vs MOD
+827.6%
-307.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.8% |
| 7D | +20.8% | +8.2% | +12.6% | +18.7% |
| 30D | +33.8% | -38.2% | +72.0% | +48.0% |
| 3M | +17.8% | -46.2% | +64.1% | +33.6% |
| 6M | -25.7% | -62.5% | +36.8% | -10.7% |
| YTD | -57.9% | -20.1% | -37.8% | -60.3% |
| 1Y | -63.8% | -29.7% | -34.2% | -65.1% |
| 3Y | -75.0% | +136.2% | -211.2% | -84.5% |
| 5Y | -82.5% | +820.4% | -902.9% | -93.2% |
| All | +520.1% | +827.6% | -307.5% | +118.0% |
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 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