+38.7%
MOD vs TRGP
+83.8%
-45.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | +6.3% | -0.6% | +6.9% | +6.4% |
| 30D | -1.7% | +14.6% | -16.2% | -2.9% |
| 3M | -30.1% | +11.9% | -42.1% | -30.7% |
| 6M | +2.7% | +25.3% | -22.6% | -1.7% |
| YTD | +44.1% | +61.9% | -17.8% | +26.4% |
| 1Y | +38.7% | +87.3% | -48.5% | +20.9% |
| All | +38.7% | +83.8% | -45.1% | +20.9% |
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