+822.2%
MOD vs TXG
+20.5%
+801.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.1% | +7.7% |
| 7D | -13.9% | +5.5% | -19.5% | -15.1% |
| 30D | -41.5% | -19.3% | -22.2% | -39.0% |
| 3M | -45.7% | +25.0% | -70.8% | -49.4% |
| 6M | -61.1% | +201.2% | -262.3% | -70.5% |
| YTD | -20.5% | +298.8% | -319.3% | -44.1% |
| 1Y | -32.1% | +326.6% | -358.7% | -53.0% |
| 3Y | +146.5% | +78.3% | +68.1% | +87.2% |
| 5Y | +812.7% | -61.3% | +874.0% | +690.7% |
| All | +822.2% | +20.5% | +801.8% | +525.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling