+417.0%
TTMI vs MOD
+1,086.9%
-669.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +27.9% | -30.7% | -14.5% |
| 7D | +11.4% | +40.4% | -29.0% | -5.6% |
| 30D | -28.3% | -14.0% | -14.3% | -24.3% |
| 3M | -46.7% | -33.3% | -13.3% | -37.4% |
| 6M | -56.1% | -51.4% | -4.7% | -41.7% |
| YTD | +7.4% | +1.6% | +5.8% | +11.0% |
| 1Y | +17.4% | +5.4% | +12.0% | +20.4% |
| 3Y | +429.1% | +191.0% | +238.2% | +262.5% |
| All | +417.0% | +1,086.9% | -669.9% | +113.9% |
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