+3,565.2%
MOD vs TAP
+825.0%
+2,740.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | -2.3% | +11.9% | +10.2% |
| 30D | 0.0% | -2.1% | +2.2% | +0.4% |
| 3M | -35.4% | +6.6% | -42.0% | -37.1% |
| 6M | -7.3% | -11.5% | +4.2% | -5.6% |
| YTD | +45.8% | -10.3% | +56.1% | +47.6% |
| 1Y | +43.1% | -14.4% | +57.5% | +46.1% |
| 3Y | +297.7% | -28.3% | +326.0% | +318.1% |
| 5Y | +1,478.8% | +1.7% | +1,477.0% | +1,400.4% |
| 10Y | +1,633.4% | -49.2% | +1,682.6% | +1,798.1% |
| All | +3,565.2% | +825.0% | +2,740.2% | +2,909.4% |
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