+128.8%
MOD vs TRGP
+267.3%
-138.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +1.1% |
| 7D | +8.2% | +2.4% | +5.8% | +6.7% |
| 30D | -38.2% | +0.8% | -39.0% | -38.2% |
| 3M | -46.2% | +10.4% | -56.6% | -49.8% |
| 6M | -62.5% | +16.3% | -78.8% | -66.9% |
| YTD | -20.1% | +61.1% | -81.2% | -46.3% |
| 1Y | -29.7% | +71.6% | -101.3% | -55.2% |
| All | +128.8% | +267.3% | -138.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling