+10.7%
TTMI vs MOD
-33.0%
+43.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -21.4% | +11.3% | +5.4% |
| 7D | -19.2% | -31.3% | +12.2% | +4.9% |
| 30D | -44.9% | -46.1% | +1.2% | -13.1% |
| 3M | -44.7% | -51.1% | +6.4% | -7.6% |
| 6M | -53.4% | -62.1% | +8.7% | -8.5% |
| YTD | +6.3% | -26.2% | +32.5% | +45.6% |
| 1Y | +10.7% | -32.6% | +43.3% | +57.3% |
| All | +10.7% | -33.0% | +43.7% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling