+739.4%
MOD vs TXG
+9.8%
+729.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.3% |
| 7D | -25.5% | -15.4% | -10.1% | -23.0% |
| 30D | -49.0% | -22.1% | -26.9% | -46.4% |
| 3M | -49.8% | +30.0% | -79.8% | -53.8% |
| 6M | -64.8% | +160.7% | -225.5% | -72.4% |
| YTD | -27.6% | +263.5% | -291.1% | -48.1% |
| 1Y | -35.2% | +356.0% | -391.2% | -55.9% |
| 3Y | +137.1% | +53.4% | +83.8% | +85.5% |
| 5Y | +760.3% | -66.7% | +827.0% | +665.6% |
| All | +739.4% | +9.8% | +729.6% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling