+87.9%
TFC vs MOD
+116.8%
-28.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.2% | -1.1% |
| 7D | +1.1% | -34.2% | +35.2% | +5.8% |
| 30D | +7.8% | -51.9% | +59.6% | +17.4% |
| 3M | -4.8% | -53.0% | +48.3% | +3.7% |
| 6M | +1.8% | -66.4% | +68.2% | +14.7% |
| YTD | +4.4% | -31.5% | +36.0% | +3.8% |
| 1Y | +18.0% | -39.6% | +57.5% | +18.8% |
| All | +87.9% | +116.8% | -28.9% | +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