-32.6%
MOD vs TRI
-22.4%
-10.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.4% | -27.8% | -18.4% |
| 7D | -31.3% | +1.0% | -32.3% | -30.0% |
| 30D | -46.1% | +20.8% | -66.9% | -40.6% |
| 3M | -51.1% | +8.1% | -59.2% | -48.3% |
| 6M | -62.1% | +24.2% | -86.2% | -54.6% |
| YTD | -26.2% | -7.8% | -18.4% | -20.9% |
| 1Y | -32.6% | -16.7% | -15.9% | -31.7% |
| All | -32.6% | -22.4% | -10.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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