+73.8%
TFC vs MOD
+1,079.7%
-1,005.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -5.7% |
| 7D | +1.2% | +40.4% | -39.2% | -6.8% |
| 30D | +9.7% | -14.0% | +23.7% | +11.0% |
| 3M | -4.8% | -33.3% | +28.6% | +1.2% |
| 6M | +8.4% | -51.4% | +59.8% | +21.2% |
| YTD | +4.7% | +1.6% | +3.1% | -3.9% |
| 1Y | +15.0% | +5.4% | +9.6% | +3.7% |
| 3Y | +93.9% | +191.0% | -97.1% | +20.3% |
| 5Y | +0.6% | +1,093.1% | -1,092.5% | -60.2% |
| All | +73.8% | +1,079.7% | -1,005.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling