-83.3%
TTD vs MOD
+129.2%
-212.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.2% |
| 7D | +5.2% | -25.5% | +30.8% | +9.0% |
| 30D | +6.9% | -49.0% | +56.0% | +16.8% |
| 3M | -26.8% | -49.8% | +23.0% | -20.3% |
| 6M | -46.1% | -64.8% | +18.6% | -39.0% |
| YTD | -65.9% | -27.6% | -38.3% | -68.5% |
| 1Y | -71.8% | -35.2% | -36.6% | -73.5% |
| 3Y | -83.3% | +137.1% | -220.4% | -88.0% |
| All | -83.3% | +129.2% | -212.5% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling