+2,563.8%
MOD vs TMF
-69.3%
+2,633.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.5% | -23.9% | -20.8% |
| 7D | -31.3% | +4.0% | -35.3% | -30.5% |
| 30D | -46.1% | +19.5% | -65.6% | -43.3% |
| 3M | -51.1% | -3.5% | -47.6% | -51.2% |
| 6M | -62.1% | -10.6% | -51.5% | -63.0% |
| YTD | -26.2% | -17.1% | -9.1% | -29.3% |
| 1Y | -32.6% | -24.3% | -8.3% | -37.1% |
| 3Y | +133.8% | -27.2% | +161.1% | +123.2% |
| 5Y | +792.8% | -87.6% | +880.3% | +405.6% |
| 10Y | +959.8% | -84.8% | +1,044.6% | +690.0% |
| All | +2,563.8% | -69.3% | +2,633.1% | +3,183.1% |
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 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