+2,602.0%
TFC vs MOD
+1,544.7%
+1,057.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.2% | -0.4% |
| 7D | +1.1% | -34.2% | +35.2% | +10.0% |
| 30D | +7.8% | -51.9% | +59.6% | +25.3% |
| 3M | -4.8% | -53.0% | +48.3% | +10.6% |
| 6M | +1.8% | -66.4% | +68.2% | +24.8% |
| YTD | +4.4% | -31.5% | +36.0% | +6.3% |
| 1Y | +18.0% | -39.6% | +57.5% | +22.4% |
| 3Y | +85.2% | +116.8% | -31.6% | +29.6% |
| 5Y | -1.4% | +713.8% | -715.2% | -52.4% |
| 10Y | +95.7% | +882.7% | -787.0% | -22.1% |
| All | +2,602.0% | +1,544.7% | +1,057.3% | +690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling