+96.6%
TFC vs MOD
+300.6%
-204.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.6% |
| 7D | +2.4% | +9.6% | -7.2% | +1.0% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +6.1% | -35.4% | +41.4% | +12.1% |
| 6M | +7.3% | -7.3% | +14.6% | +5.8% |
| YTD | +8.2% | +45.8% | -37.6% | -1.8% |
| 1Y | +14.4% | +43.1% | -28.7% | +2.7% |
| All | +96.6% | +300.6% | -204.0% | +19.7% |
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