+1,053.4%
TTMI vs MOD
+1,604.6%
-551.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +7.6% |
| 7D | +5.9% | +9.6% | -3.7% | +3.1% |
| 30D | -4.3% | 0.0% | -4.3% | -4.2% |
| 3M | -32.0% | -35.4% | +3.3% | -22.5% |
| 6M | +19.5% | -7.3% | +26.7% | +24.4% |
| YTD | +82.0% | +45.8% | +36.2% | +68.4% |
| 1Y | +172.6% | +43.1% | +129.5% | +153.8% |
| 3Y | +744.7% | +297.7% | +447.0% | +496.0% |
| 5Y | +805.6% | +1,478.8% | -673.2% | +367.1% |
| All | +1,053.4% | +1,604.6% | -551.2% | +443.3% |
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 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