-80.8%
TTD vs MOD
+1,486.5%
-1,567.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -5.3% |
| 7D | +6.3% | +9.6% | -3.2% | +4.1% |
| 30D | -23.9% | 0.0% | -23.9% | -24.2% |
| 3M | -31.4% | -35.4% | +4.0% | -25.5% |
| 6M | -42.7% | -7.3% | -35.4% | -45.1% |
| YTD | -62.0% | +45.8% | -107.8% | -68.8% |
| 1Y | -72.2% | +43.1% | -115.4% | -77.8% |
| 3Y | -81.9% | +297.7% | -379.6% | -90.9% |
| All | -80.8% | +1,486.5% | -1,567.3% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling