+1,511.5%
MOD vs TKO
+958.6%
+552.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | -2.6% | +0.9% | -3.5% | -3.2% |
| 3M | -33.1% | -6.2% | -27.0% | -32.5% |
| 6M | -7.5% | -5.6% | -1.9% | -7.0% |
| YTD | +39.3% | -7.8% | +47.1% | +41.1% |
| 1Y | +34.3% | -1.2% | +35.5% | +32.4% |
| 3Y | +296.2% | +106.5% | +189.7% | +209.4% |
| 5Y | +1,504.6% | +310.4% | +1,194.2% | +882.3% |
| 10Y | +1,511.5% | +987.5% | +524.0% | +615.4% |
| All | +1,511.5% | +958.6% | +552.9% | +615.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling