+191.0%
MOD vs TRI
-10.1%
+201.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.9% |
| 7D | +40.4% | -2.9% | +43.3% | +39.6% |
| 30D | -14.0% | +3.7% | -17.7% | -12.9% |
| 3M | -33.3% | +3.7% | -37.1% | -32.3% |
| 6M | -51.4% | +35.1% | -86.5% | -49.0% |
| YTD | +1.6% | -14.0% | +15.6% | +17.4% |
| 1Y | +5.4% | -19.0% | +24.3% | +25.1% |
| 3Y | +191.0% | -12.0% | +203.0% | +223.6% |
| All | +191.0% | -10.1% | +201.1% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling