+79.0%
TFC vs MOD
+915.9%
-836.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | -1.2% | +8.2% | -9.4% | -3.1% |
| 30D | +7.8% | -38.2% | +45.9% | +18.0% |
| 3M | -3.0% | -46.2% | +43.2% | +8.8% |
| 6M | +5.8% | -62.5% | +68.4% | +26.1% |
| YTD | +5.3% | -20.1% | +25.4% | +2.6% |
| 1Y | +15.7% | -29.7% | +45.4% | +15.0% |
| 3Y | +94.8% | +136.2% | -41.4% | +27.1% |
| 5Y | 0.0% | +820.4% | -820.3% | -57.8% |
| 10Y | +79.0% | +839.8% | -760.8% | -36.9% |
| All | +79.0% | +915.9% | -836.9% | -36.9% |
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