+361.1%
TTD vs MOH
+241.6%
+119.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -4.6% | -4.2% | -0.4% | -3.6% |
| 30D | +3.7% | -2.4% | +6.0% | +4.2% |
| 3M | -30.2% | -4.4% | -25.8% | -29.7% |
| 6M | -51.4% | +32.9% | -84.3% | -55.3% |
| YTD | -63.4% | +11.9% | -75.3% | -65.5% |
| 1Y | -73.5% | +6.9% | -80.4% | -75.0% |
| 3Y | -83.5% | -39.4% | -44.0% | -82.9% |
| 5Y | -80.9% | -25.0% | -56.0% | -81.9% |
| All | +361.1% | +241.6% | +119.5% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling