-32.6%
MOD vs TRGP
+89.5%
-122.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.5% | -16.9% | -20.6% |
| 7D | -31.3% | -6.5% | -24.9% | -30.5% |
| 30D | -46.1% | -0.4% | -45.7% | -45.5% |
| 3M | -51.1% | +8.8% | -59.9% | -50.9% |
| 6M | -62.1% | +11.0% | -73.1% | -62.2% |
| YTD | -26.2% | +57.4% | -83.6% | -36.9% |
| 1Y | -32.6% | +87.9% | -120.4% | -44.4% |
| All | -32.6% | +89.5% | -122.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling