-81.3%
TTD vs MOD
+720.4%
-801.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -1.6% |
| 7D | -1.9% | -34.2% | +32.2% | +6.3% |
| 30D | +7.5% | -51.9% | +59.3% | +24.3% |
| 3M | -32.4% | -53.0% | +20.6% | -22.1% |
| 6M | -47.9% | -66.4% | +18.4% | -37.0% |
| YTD | -66.3% | -31.5% | -34.7% | -68.0% |
| 1Y | -73.1% | -39.6% | -33.6% | -74.0% |
| 3Y | -83.8% | +116.8% | -200.6% | -91.1% |
| 5Y | -81.3% | +713.8% | -795.1% | -94.9% |
| All | -81.3% | +720.4% | -801.7% | -94.9% |
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