+443.1%
TTMI vs MOD
+915.9%
-472.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +7.9% |
| 7D | +7.2% | +8.2% | -1.0% | +5.2% |
| 30D | -28.7% | -38.2% | +9.5% | -16.2% |
| 3M | -39.8% | -46.2% | +6.4% | -26.3% |
| 6M | -51.7% | -62.5% | +10.8% | -34.3% |
| YTD | +14.1% | -20.1% | +34.2% | +28.3% |
| 1Y | +16.0% | -29.7% | +45.6% | +34.9% |
| 3Y | +452.7% | +136.2% | +316.5% | +367.0% |
| 5Y | +451.5% | +820.4% | -368.9% | +242.4% |
| 10Y | +443.1% | +839.8% | -396.7% | +214.8% |
| All | +443.1% | +915.9% | -472.8% | +214.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling