+833.2%
MOD vs TRGP
+500.4%
+332.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.4% |
| 7D | +16.1% | +9.0% | +7.1% | +10.7% |
| 30D | -38.5% | +1.5% | -40.0% | -38.8% |
| 3M | -46.8% | +10.7% | -57.6% | -49.9% |
| 6M | -61.6% | +17.1% | -78.7% | -65.4% |
| YTD | -20.5% | +63.6% | -84.2% | -42.0% |
| 1Y | -28.0% | +77.0% | -105.0% | -50.0% |
| 3Y | +134.9% | +273.2% | -138.2% | +18.5% |
| 5Y | +833.2% | +508.6% | +324.6% | +244.7% |
| All | +833.2% | +500.4% | +332.7% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling