+43.1%
MOD vs TXG
+372.5%
-329.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +9.6% | +1.8% | +7.8% | +9.1% |
| 30D | 0.0% | +32.0% | -32.0% | -7.2% |
| 3M | -35.4% | +87.0% | -122.4% | -45.4% |
| 6M | -7.3% | +180.1% | -187.3% | -29.1% |
| YTD | +45.8% | +284.1% | -238.3% | +1.7% |
| 1Y | +43.1% | +361.7% | -318.5% | -7.9% |
| All | +43.1% | +372.5% | -329.3% | -7.9% |
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