+518.8%
MOD vs TKO
+1,480.3%
-961.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.5% | +5.3% | +8.4% |
| 7D | -13.9% | +7.8% | -21.8% | -16.2% |
| 30D | -41.5% | +12.2% | -53.7% | -43.9% |
| 3M | -45.7% | +7.5% | -53.2% | -47.4% |
| 6M | -61.1% | +7.7% | -68.9% | -62.8% |
| YTD | -20.5% | -3.3% | -17.2% | -21.0% |
| 1Y | -32.1% | +11.1% | -43.2% | -35.8% |
| 3Y | +146.5% | +141.0% | +5.5% | +78.5% |
| 5Y | +812.7% | +278.8% | +533.9% | +450.5% |
| 10Y | +966.8% | +1,186.2% | -219.4% | +284.5% |
| All | +518.8% | +1,480.3% | -961.5% | +27.4% |
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 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