-84.6%
TTD vs MOD
+815.4%
-900.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +20.8% | +16.1% | +4.7% | +17.1% |
| 30D | +27.1% | -38.5% | +65.6% | +39.5% |
| 3M | +14.7% | -46.8% | +61.5% | +29.0% |
| 6M | -26.8% | -61.6% | +34.8% | -13.6% |
| YTD | -59.2% | -20.5% | -38.7% | -62.5% |
| 1Y | -64.7% | -28.0% | -36.7% | -67.0% |
| 3Y | -75.8% | +134.9% | -210.8% | -86.7% |
| 5Y | -84.6% | +833.2% | -917.7% | -96.1% |
| All | -84.6% | +815.4% | -900.0% | -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