+238.6%
MOD vs TLN
+678.8%
-440.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -17.8% | +1.1% | -18.9% | -17.4% |
| 30D | -43.2% | -4.6% | -38.6% | -40.7% |
| 3M | -46.0% | +5.2% | -51.3% | -47.5% |
| 6M | -62.2% | -6.5% | -55.7% | -60.4% |
| YTD | -22.8% | -3.6% | -19.2% | -23.8% |
| 1Y | -35.5% | -8.2% | -27.2% | -34.1% |
| 3Y | +128.2% | +559.7% | -431.5% | -32.0% |
| All | +238.6% | +678.8% | -440.2% | -7.0% |
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