+1,171.3%
MOD vs TW
+211.4%
+959.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +6.3% | -3.5% | +9.8% | +7.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | -30.1% | +4.9% | -35.1% | -32.0% |
| 6M | +2.7% | -17.1% | +19.8% | +6.7% |
| YTD | +44.1% | -3.9% | +47.9% | +42.0% |
| 1Y | +38.7% | -13.3% | +52.0% | +41.0% |
| 3Y | +309.8% | +20.9% | +288.9% | +269.1% |
| 5Y | +1,569.7% | +20.5% | +1,549.2% | +1,362.3% |
| All | +1,171.3% | +211.4% | +959.9% | +850.2% |
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