+906.4%
MOD vs TRGP
+757.5%
+148.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.7% | +8.4% | +6.8% |
| 7D | -25.5% | -16.0% | -9.5% | -19.8% |
| 30D | -49.0% | -6.4% | -42.6% | -47.5% |
| 3M | -49.8% | -1.0% | -48.9% | -49.9% |
| 6M | -64.8% | +7.0% | -71.7% | -66.1% |
| YTD | -27.6% | +46.1% | -73.7% | -39.0% |
| 1Y | -35.2% | +58.7% | -93.9% | -47.3% |
| 3Y | +137.1% | +221.9% | -84.7% | +50.2% |
| 5Y | +760.3% | +419.9% | +340.4% | +347.6% |
| All | +906.4% | +757.5% | +148.9% | +327.6% |
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