+1,535.8%
MOD vs TRGP
+855.1%
+680.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | +9.6% | +0.8% | +8.8% | +9.2% |
| 30D | 0.0% | +11.5% | -11.5% | -4.8% |
| 3M | -35.4% | +9.0% | -44.4% | -38.1% |
| 6M | -7.3% | +20.5% | -27.8% | -15.4% |
| YTD | +45.8% | +59.5% | -13.7% | +18.7% |
| 1Y | +43.1% | +77.9% | -34.8% | +10.8% |
| 3Y | +297.7% | +253.6% | +44.1% | +142.7% |
| 5Y | +1,478.8% | +615.5% | +863.3% | +634.3% |
| All | +1,535.8% | +855.1% | +680.7% | +514.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling