-35.5%
MOD vs TAP
-9.9%
-25.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.7% |
| 7D | -17.8% | -4.5% | -13.3% | -19.6% |
| 30D | -43.2% | +7.5% | -50.7% | -40.4% |
| 3M | -46.0% | -4.9% | -41.2% | -46.2% |
| 6M | -62.2% | -3.5% | -58.8% | -61.3% |
| YTD | -22.8% | -11.4% | -11.4% | -20.0% |
| 1Y | -35.5% | -10.8% | -24.7% | -33.7% |
| All | -35.5% | -9.9% | -25.5% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling