-33.5%
MOD vs TRI
-17.7%
-15.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.8% | +13.7% | +8.0% |
| 7D | -13.9% | -11.4% | -2.5% | -17.2% |
| 30D | -41.5% | +4.9% | -46.5% | -39.3% |
| 3M | -45.7% | +7.0% | -52.8% | -42.8% |
| 6M | -61.1% | +18.2% | -79.3% | -54.7% |
| YTD | -20.5% | -14.8% | -5.7% | -17.7% |
| All | -33.5% | -17.7% | -15.8% | -31.9% |
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