+137.1%
MOD vs TW
+39.9%
+97.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -25.5% | +4.2% | -29.8% | -25.6% |
| 30D | -49.0% | +18.9% | -67.9% | -49.5% |
| 3M | -49.8% | +23.8% | -73.6% | -50.4% |
| 6M | -64.8% | +17.0% | -81.8% | -65.0% |
| YTD | -27.6% | +19.2% | -46.9% | -29.4% |
| 1Y | -35.2% | +20.1% | -55.3% | -37.0% |
| 3Y | +137.1% | +40.5% | +96.6% | +116.8% |
| All | +137.1% | +39.9% | +97.2% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling