+1,705.8%
MOD vs TPG
+92.2%
+1,613.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | +9.6% | -2.4% | +12.0% | +11.2% |
| 30D | 0.0% | +11.1% | -11.1% | -6.8% |
| 3M | -35.4% | +26.3% | -61.6% | -44.5% |
| 6M | -7.3% | +18.3% | -25.6% | -17.8% |
| YTD | +45.8% | -14.4% | +60.2% | +56.0% |
| 1Y | +43.1% | -6.7% | +49.9% | +43.9% |
| 3Y | +297.7% | +111.5% | +186.2% | +166.3% |
| All | +1,705.8% | +92.2% | +1,613.5% | +928.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling