+1,544.7%
MOD vs TAP
+864.5%
+680.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.7% |
| 7D | -34.2% | +7.7% | -41.9% | -35.7% |
| 30D | -51.9% | +14.4% | -66.3% | -53.9% |
| 3M | -53.0% | +2.0% | -55.1% | -53.8% |
| 6M | -66.4% | +2.5% | -68.8% | -67.3% |
| YTD | -31.5% | -6.4% | -25.1% | -32.1% |
| 1Y | -39.6% | -2.3% | -37.2% | -40.9% |
| 3Y | +116.8% | -20.3% | +137.1% | +119.7% |
| 5Y | +713.8% | +6.9% | +706.9% | +656.2% |
| 10Y | +882.7% | -46.3% | +929.0% | +952.0% |
| All | +1,544.7% | +864.5% | +680.2% | +1,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling