+38.7%
MOD vs TRI
-41.0%
+79.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -3.8% |
| 7D | +6.3% | -7.1% | +13.4% | +3.3% |
| 30D | -1.7% | -2.3% | +0.7% | -2.0% |
| 3M | -30.1% | +19.6% | -49.7% | -22.6% |
| 6M | +2.7% | -8.7% | +11.4% | +10.3% |
| YTD | +44.1% | -22.3% | +66.3% | +47.4% |
| 1Y | +38.7% | -40.7% | +79.4% | +25.8% |
| All | +38.7% | -41.0% | +79.8% | +25.8% |
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