-2.3%
TTMI vs MOD
-37.3%
+35.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.2% | +2.7% |
| 7D | -19.8% | -25.5% | +5.7% | -1.4% |
| 30D | -48.1% | -49.0% | +0.9% | -14.6% |
| 3M | -51.2% | -49.8% | -1.4% | -19.4% |
| 6M | -59.6% | -64.8% | +5.2% | -16.3% |
| YTD | -3.6% | -27.6% | +24.0% | +35.4% |
| 1Y | -2.3% | -35.2% | +32.9% | +44.3% |
| All | -2.3% | -37.3% | +35.0% | +44.3% |
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