+605.0%
MOD vs TW
+294.9%
+310.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.3% |
| 7D | +8.2% | +2.8% | +5.4% | +7.5% |
| 30D | -38.2% | +18.1% | -56.2% | -40.8% |
| 3M | -46.2% | +25.2% | -71.4% | -49.3% |
| 6M | -62.5% | +19.1% | -81.7% | -64.7% |
| YTD | -20.1% | +21.9% | -42.0% | -26.0% |
| 1Y | -29.7% | +18.9% | -48.6% | -34.3% |
| 3Y | +136.2% | +41.7% | +94.5% | +105.3% |
| 5Y | +820.4% | +40.4% | +780.0% | +675.3% |
| All | +605.0% | +294.9% | +310.1% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling