-32.6%
MOD vs TXG
+406.9%
-439.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.4% | -24.9% | -22.2% |
| 7D | -31.3% | -19.3% | -12.1% | -28.2% |
| 30D | -46.1% | -30.9% | -15.2% | -42.4% |
| 3M | -51.1% | +41.1% | -92.2% | -56.3% |
| 6M | -62.1% | +211.9% | -273.9% | -72.0% |
| YTD | -26.2% | +314.0% | -340.2% | -50.3% |
| 1Y | -32.6% | +405.4% | -437.9% | -57.6% |
| All | -32.6% | +406.9% | -439.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling