+217.4%
MOD vs TLN
+630.2%
-412.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +1.1% |
| 7D | -25.5% | -1.3% | -24.2% | -24.1% |
| 30D | -49.0% | -10.5% | -38.5% | -44.6% |
| 3M | -49.8% | +0.1% | -49.9% | -49.6% |
| 6M | -64.8% | -17.4% | -47.4% | -60.2% |
| YTD | -27.6% | -9.7% | -18.0% | -25.7% |
| 1Y | -35.2% | -12.3% | -22.9% | -31.9% |
| 3Y | +137.1% | +528.3% | -391.1% | -27.3% |
| All | +217.4% | +630.2% | -412.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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