+124.3%
MOD vs TLN
+496.7%
-372.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.0% | -5.2% |
| 7D | -34.2% | -9.4% | -24.8% | -29.1% |
| 30D | -51.9% | -15.2% | -36.6% | -45.9% |
| 3M | -53.0% | -4.1% | -48.9% | -51.5% |
| 6M | -66.4% | -17.8% | -48.5% | -61.8% |
| YTD | -31.5% | -15.6% | -15.9% | -26.5% |
| 1Y | -39.6% | -21.6% | -17.9% | -31.7% |
| All | +124.3% | +496.7% | -372.3% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling