-84.6%
TTD vs MOD
+832.8%
-917.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.9% | +5.6% | +13.3% |
| 7D | +19.0% | -13.9% | +32.9% | +21.9% |
| 30D | +23.6% | -41.5% | +65.1% | +37.1% |
| 3M | +8.2% | -45.7% | +53.9% | +21.1% |
| 6M | -35.3% | -61.1% | +25.8% | -24.0% |
| YTD | -60.7% | -20.5% | -40.2% | -63.8% |
| 1Y | -65.3% | -32.1% | -33.2% | -66.9% |
| 3Y | -80.6% | +146.5% | -227.0% | -89.5% |
| 5Y | -84.6% | +812.7% | -897.3% | -96.1% |
| All | -84.6% | +832.8% | -917.4% | -96.1% |
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