-33.5%
MOD vs TXG
+314.1%
-347.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.1% | +7.5% |
| 7D | -13.9% | +5.5% | -19.5% | -15.2% |
| 30D | -41.5% | -19.3% | -22.2% | -39.0% |
| 3M | -45.7% | +25.0% | -70.8% | -49.9% |
| 6M | -61.1% | +201.2% | -262.3% | -71.1% |
| YTD | -20.5% | +298.8% | -319.3% | -46.2% |
| All | -33.5% | +314.1% | -347.6% | -54.6% |
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