+124.3%
MOD vs TAP
-20.1%
+144.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -7.7% |
| 7D | -34.2% | +7.7% | -41.9% | -33.0% |
| 30D | -51.9% | +14.4% | -66.3% | -50.5% |
| 3M | -53.0% | +2.0% | -55.1% | -52.3% |
| 6M | -66.4% | +2.5% | -68.8% | -65.7% |
| YTD | -31.5% | -6.4% | -25.1% | -29.9% |
| 1Y | -39.6% | -2.3% | -37.2% | -38.3% |
| All | +124.3% | -20.1% | +144.4% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling