+124.3%
MOD vs TXT
+10.0%
+114.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.6% | -6.0% |
| 7D | -34.2% | -2.5% | -31.6% | -32.7% |
| 30D | -51.9% | +12.8% | -64.7% | -56.9% |
| 3M | -53.0% | -3.6% | -49.4% | -51.9% |
| 6M | -66.4% | -6.9% | -59.4% | -64.4% |
| YTD | -31.5% | -2.2% | -29.4% | -30.5% |
| 1Y | -39.6% | +6.3% | -45.8% | -42.9% |
| All | +124.3% | +10.0% | +114.3% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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