+366.4%
TTMI vs MOD
+748.9%
-382.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.2% | +4.4% |
| 7D | -19.8% | -25.5% | +5.7% | -9.1% |
| 30D | -48.1% | -49.0% | +0.9% | -30.1% |
| 3M | -51.2% | -49.8% | -1.4% | -34.0% |
| 6M | -59.6% | -64.8% | +5.2% | -37.2% |
| YTD | -3.6% | -27.6% | +24.0% | +17.6% |
| 1Y | -2.3% | -35.2% | +32.9% | +23.6% |
| 3Y | +369.4% | +137.1% | +232.2% | +263.4% |
| All | +366.4% | +748.9% | -382.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling