-79.9%
TTD vs MOH
-19.7%
-60.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.7% | +2.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | +6.3% | -0.9% | +7.2% | +6.4% |
| 3M | -24.1% | +5.7% | -29.8% | -24.7% |
| 6M | -47.4% | +39.1% | -86.6% | -49.8% |
| YTD | -62.2% | +17.7% | -79.9% | -63.4% |
| 1Y | -68.3% | +8.4% | -76.7% | -69.0% |
| 3Y | -83.4% | -36.6% | -46.9% | -83.1% |
| All | -79.9% | -19.7% | -60.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling