+86.2%
TFC vs MOD
+129.2%
-43.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.6% |
| 7D | +1.2% | -25.5% | +26.8% | +4.3% |
| 30D | +8.3% | -49.0% | +57.3% | +17.1% |
| 3M | -5.2% | -49.8% | +44.6% | +2.4% |
| 6M | -0.8% | -64.8% | +64.0% | +11.2% |
| YTD | +3.4% | -27.6% | +31.1% | +2.1% |
| 1Y | +17.0% | -35.2% | +52.2% | +16.7% |
| 3Y | +86.2% | +137.1% | -51.0% | +17.8% |
| All | +86.2% | +129.2% | -43.0% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling