+808.8%
TTMI vs MOD
+1,486.5%
-677.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +7.1% |
| 7D | +5.9% | +9.6% | -3.7% | +2.1% |
| 30D | -4.3% | 0.0% | -4.3% | -4.1% |
| 3M | -32.0% | -35.4% | +3.3% | -19.1% |
| 6M | +19.5% | -7.3% | +26.7% | +25.7% |
| YTD | +82.0% | +45.8% | +36.2% | +64.0% |
| 1Y | +172.6% | +43.1% | +129.5% | +147.4% |
| 3Y | +744.7% | +297.7% | +447.0% | +415.9% |
| All | +808.8% | +1,486.5% | -677.6% | +236.2% |
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