+187.6%
TTMI vs MOD
+364.0%
-176.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.2% | +5.0% |
| 7D | -19.8% | -25.5% | +5.7% | -11.5% |
| 30D | -48.1% | -49.0% | +0.9% | -34.3% |
| 3M | -51.2% | -49.8% | -1.4% | -37.9% |
| 6M | -59.6% | -64.8% | +5.2% | -42.1% |
| YTD | -3.6% | -27.6% | +24.0% | +10.2% |
| 1Y | -2.3% | -35.2% | +32.9% | +15.6% |
| 3Y | +369.4% | +137.1% | +232.2% | +243.3% |
| 5Y | +365.4% | +760.3% | -394.9% | +115.4% |
| 10Y | +413.2% | +938.8% | -525.6% | +70.2% |
| All | +187.6% | +364.0% | -176.4% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling