+88.5%
TFC vs MOD
+911.6%
-823.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.2% |
| 7D | +1.2% | -25.5% | +26.8% | +6.9% |
| 30D | +8.3% | -49.0% | +57.3% | +23.8% |
| 3M | -5.2% | -49.8% | +44.6% | +8.0% |
| 6M | -0.8% | -64.8% | +64.0% | +19.8% |
| YTD | +3.4% | -27.6% | +31.1% | +3.1% |
| 1Y | +17.0% | -35.2% | +52.2% | +18.4% |
| 3Y | +86.2% | +137.1% | -51.0% | +20.6% |
| 5Y | -2.3% | +760.3% | -762.6% | -58.2% |
| All | +88.5% | +911.6% | -823.1% | -32.8% |
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