-7.3%
MOD vs TRGP
+21.5%
-28.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.1% |
| 7D | +9.6% | +0.8% | +8.8% | +9.7% |
| 30D | 0.0% | +11.5% | -11.5% | +1.7% |
| 3M | -35.4% | +9.0% | -44.4% | -33.8% |
| 6M | -7.3% | +20.5% | -27.8% | -5.0% |
| All | -7.3% | +21.5% | -28.8% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling