+321.2%
MOD vs TMF
-42.2%
+363.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +9.6% | -1.4% | +11.0% | +9.7% |
| 30D | 0.0% | -2.8% | +2.9% | +0.3% |
| 3M | -35.4% | -10.9% | -24.5% | -34.6% |
| 6M | -7.3% | -21.3% | +14.0% | -5.4% |
| YTD | +45.8% | -15.9% | +61.7% | +48.1% |
| 1Y | +43.1% | -15.7% | +58.9% | +45.5% |
| All | +321.2% | -42.2% | +363.4% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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