+1,530.3%
MOD vs TW
+23.1%
+1,507.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +9.6% | -2.3% | +11.9% | +10.2% |
| 30D | 0.0% | +3.9% | -3.9% | -0.9% |
| 3M | -35.4% | +5.7% | -41.1% | -37.3% |
| 6M | -7.3% | -14.5% | +7.2% | -3.6% |
| YTD | +45.8% | -0.9% | +46.7% | +42.3% |
| 1Y | +43.1% | -13.5% | +56.6% | +47.4% |
| 3Y | +297.7% | +25.0% | +272.7% | +239.4% |
| All | +1,530.3% | +23.1% | +1,507.2% | +1,185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling