+443.1%
TTMI vs MOD
+856.2%
-413.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +7.4% |
| 7D | +5.9% | +9.6% | -3.7% | +2.8% |
| 30D | -4.3% | 0.0% | -4.3% | -4.2% |
| 3M | -32.0% | -35.4% | +3.3% | -21.0% |
| 6M | +19.5% | -7.3% | +26.7% | +24.6% |
| YTD | +82.0% | +45.8% | +36.2% | +63.2% |
| 1Y | +172.6% | +43.1% | +129.5% | +145.7% |
| 3Y | +744.7% | +297.7% | +447.0% | +410.6% |
| 5Y | +805.6% | +1,478.8% | -673.2% | +236.4% |
| 10Y | +1,057.6% | +1,633.4% | -575.8% | +219.6% |
| All | +443.1% | +856.2% | -413.0% | +21.1% |
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