+5,161.1%
MOD vs TMF
-68.9%
+5,229.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.4% |
| 7D | +9.6% | -1.4% | +11.0% | +9.2% |
| 30D | 0.0% | -2.8% | +2.9% | -0.6% |
| 3M | -35.4% | -10.9% | -24.5% | -37.2% |
| 6M | -7.3% | -21.3% | +14.0% | -13.1% |
| YTD | +45.8% | -15.9% | +61.7% | +39.3% |
| 1Y | +43.1% | -15.7% | +58.9% | +36.8% |
| 3Y | +297.7% | -43.4% | +341.0% | +250.9% |
| 5Y | +1,478.8% | -87.8% | +1,566.5% | +787.1% |
| 10Y | +1,633.4% | -86.7% | +1,720.1% | +1,118.5% |
| All | +5,161.1% | -68.9% | +5,229.9% | +6,370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling