+1,530.3%
MOD vs TAP
+2.2%
+1,528.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | -2.3% | +11.9% | +10.0% |
| 30D | 0.0% | -2.1% | +2.2% | +0.3% |
| 3M | -35.4% | +6.6% | -42.0% | -36.8% |
| 6M | -7.3% | -11.5% | +4.2% | -5.2% |
| YTD | +45.8% | -10.3% | +56.1% | +48.0% |
| 1Y | +43.1% | -14.4% | +57.5% | +46.8% |
| 3Y | +297.7% | -28.3% | +326.0% | +324.7% |
| All | +1,530.3% | +2.2% | +1,528.1% | +1,189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling