+84.6%
TGT vs MOD
+45.0%
+39.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.3% |
| 7D | +0.8% | +9.6% | -8.8% | +0.9% |
| 30D | +12.2% | 0.0% | +12.2% | +12.1% |
| 3M | +33.8% | -35.4% | +69.2% | +33.8% |
| 6M | +39.3% | -7.3% | +46.6% | +37.3% |
| YTD | +72.9% | +45.8% | +27.1% | +65.3% |
| 1Y | +84.6% | +43.1% | +41.4% | +77.9% |
| All | +84.6% | +45.0% | +39.6% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling