+325.6%
TTD vs MOD
+699.6%
-374.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -1.5% |
| 7D | -1.9% | -34.2% | +32.2% | +7.3% |
| 30D | +7.5% | -51.9% | +59.3% | +26.1% |
| 3M | -32.4% | -53.0% | +20.6% | -21.0% |
| 6M | -47.9% | -66.4% | +18.4% | -35.9% |
| YTD | -66.3% | -31.5% | -34.7% | -67.1% |
| 1Y | -73.1% | -39.6% | -33.6% | -73.2% |
| 3Y | -83.8% | +116.8% | -200.6% | -89.9% |
| 5Y | -81.3% | +713.8% | -795.1% | -92.6% |
| 10Y | +436.7% | +882.7% | -446.0% | +59.1% |
| All | +325.6% | +699.6% | -374.0% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling