+753.4%
MOD vs TXT
+7.8%
+745.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.3% |
| 7D | -25.5% | -2.5% | -23.0% | -24.0% |
| 30D | -49.0% | +14.4% | -63.4% | -55.2% |
| 3M | -49.8% | -4.9% | -44.9% | -48.5% |
| 6M | -64.8% | -10.2% | -54.6% | -61.9% |
| YTD | -27.6% | -4.1% | -23.5% | -26.0% |
| 1Y | -35.2% | +4.0% | -39.2% | -38.3% |
| 3Y | +137.1% | +8.0% | +129.2% | +115.8% |
| All | +753.4% | +7.8% | +745.7% | +633.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling