+1,530.3%
MOD vs TMF
-87.5%
+1,617.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | +9.6% | -1.4% | +11.0% | +9.6% |
| 30D | 0.0% | -2.8% | +2.9% | +0.1% |
| 3M | -35.4% | -10.9% | -24.5% | -35.2% |
| 6M | -7.3% | -21.3% | +14.0% | -7.1% |
| YTD | +45.8% | -15.9% | +61.7% | +46.1% |
| 1Y | +43.1% | -15.7% | +58.9% | +43.5% |
| 3Y | +297.7% | -43.4% | +341.0% | +291.9% |
| All | +1,530.3% | -87.5% | +1,617.8% | +1,254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling