+1,064.3%
MOD vs TKO
+1,366.4%
-302.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | +9.6% | +0.7% | +8.8% | +9.2% |
| 30D | 0.0% | +1.6% | -1.6% | -0.8% |
| 3M | -35.4% | -7.8% | -27.6% | -34.3% |
| 6M | -7.3% | -13.3% | +6.0% | -4.0% |
| YTD | +45.8% | -10.3% | +56.1% | +49.1% |
| 1Y | +43.1% | -0.6% | +43.8% | +40.9% |
| 3Y | +297.7% | +88.5% | +209.2% | +212.4% |
| 5Y | +1,478.8% | +284.7% | +1,194.0% | +849.8% |
| 10Y | +1,633.4% | +905.7% | +727.7% | +581.0% |
| All | +1,064.3% | +1,366.4% | -302.1% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling