+906.4%
MOD vs TAP
-49.3%
+955.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +7.4% |
| 7D | -25.5% | +0.5% | -26.1% | -26.3% |
| 30D | -49.0% | +9.1% | -58.1% | -51.5% |
| 3M | -49.8% | -3.8% | -46.0% | -50.0% |
| 6M | -64.8% | -3.4% | -61.3% | -65.5% |
| YTD | -27.6% | -10.6% | -17.0% | -27.3% |
| 1Y | -35.2% | -4.4% | -30.8% | -37.3% |
| 3Y | +137.1% | -24.4% | +161.5% | +146.1% |
| 5Y | +760.3% | +2.1% | +758.2% | +631.2% |
| All | +906.4% | -49.3% | +955.6% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling