+127.6%
MOD vs TXG
+67.8%
+59.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.8% |
| 7D | +16.1% | +1.8% | +14.3% | +15.6% |
| 30D | -38.5% | -17.7% | -20.8% | -35.5% |
| 3M | -46.8% | +2.3% | -49.2% | -48.6% |
| 6M | -61.6% | +182.5% | -244.1% | -72.7% |
| YTD | -20.5% | +262.4% | -282.9% | -48.7% |
| 1Y | -28.0% | +254.1% | -282.1% | -53.4% |
| All | +127.6% | +67.8% | +59.8% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling