+84.7%
TFC vs MOD
+1,005.7%
-921.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.9% | -8.0% | -0.2% |
| 7D | +0.3% | -13.9% | +14.3% | +2.6% |
| 30D | +9.2% | -41.5% | +50.7% | +21.0% |
| 3M | -2.9% | -45.7% | +42.8% | +8.6% |
| 6M | +3.5% | -61.1% | +64.6% | +22.2% |
| YTD | +5.4% | -20.5% | +25.9% | +2.8% |
| 1Y | +17.3% | -32.1% | +49.4% | +17.6% |
| 3Y | +96.7% | +146.5% | -49.8% | +26.8% |
| 5Y | -1.1% | +812.7% | -813.8% | -58.1% |
| 10Y | +84.7% | +966.8% | -882.1% | -34.6% |
| All | +84.7% | +1,005.7% | -921.0% | -34.6% |
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