+128.2%
MOD vs TW
+41.9%
+86.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.9% |
| 7D | -17.8% | +3.1% | -20.9% | -17.9% |
| 30D | -43.2% | +16.7% | -59.9% | -43.6% |
| 3M | -46.0% | +25.2% | -71.2% | -46.7% |
| 6M | -62.2% | +19.5% | -81.7% | -62.5% |
| YTD | -22.8% | +21.0% | -43.8% | -24.7% |
| 1Y | -35.5% | +19.0% | -54.4% | -36.7% |
| 3Y | +128.2% | +40.7% | +87.5% | +106.1% |
| All | +128.2% | +41.9% | +86.3% | +106.1% |
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