+1,625.1%
MOD vs TPG
+78.6%
+1,546.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -0.9% |
| 7D | +3.6% | -6.5% | +10.1% | +7.9% |
| 30D | -2.6% | +0.1% | -2.7% | -3.4% |
| 3M | -33.1% | +14.5% | -47.7% | -39.1% |
| 6M | -7.5% | +17.3% | -24.8% | -17.8% |
| YTD | +39.3% | -20.5% | +59.8% | +55.8% |
| 1Y | +34.3% | -13.2% | +47.5% | +41.0% |
| 3Y | +296.2% | +87.7% | +208.4% | +183.4% |
| All | +1,625.1% | +78.6% | +1,546.6% | +927.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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