-1.4%
TFC vs MOD
+720.4%
-721.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.2% | -0.8% |
| 7D | +1.1% | -34.2% | +35.2% | +7.6% |
| 30D | +7.8% | -51.9% | +59.6% | +20.8% |
| 3M | -4.8% | -53.0% | +48.3% | +6.7% |
| 6M | +1.8% | -66.4% | +68.2% | +19.2% |
| YTD | +4.4% | -31.5% | +36.0% | +4.3% |
| 1Y | +18.0% | -39.6% | +57.5% | +19.7% |
| 3Y | +85.2% | +116.8% | -31.6% | +24.2% |
| 5Y | -1.4% | +713.8% | -715.2% | -54.1% |
| All | -1.4% | +720.4% | -721.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling