-72.0%
TTD vs MOH
+53.5%
-125.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.9% | -6.1% | +2.4% |
| 7D | +3.7% | +14.3% | -10.6% | +3.0% |
| 30D | +10.4% | +16.7% | -6.2% | +9.8% |
| 3M | -31.6% | +18.3% | -49.9% | -31.9% |
| 6M | -45.1% | +15.8% | -60.9% | -45.2% |
| YTD | -65.1% | +30.5% | -95.6% | -63.3% |
| 1Y | -72.0% | +49.3% | -121.3% | -70.7% |
| All | -72.0% | +53.5% | -125.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling