+225.5%
TGT vs MOD
+1,005.7%
-780.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.9% | -5.1% | +3.8% |
| 7D | +4.7% | -13.9% | +18.7% | +5.8% |
| 30D | +8.0% | -41.5% | +49.5% | +13.0% |
| 3M | +11.7% | -45.7% | +57.4% | +17.4% |
| 6M | +34.7% | -61.1% | +95.9% | +45.0% |
| YTD | +74.4% | -20.5% | +94.9% | +70.9% |
| 1Y | +89.2% | -32.1% | +121.3% | +87.9% |
| 3Y | +73.4% | +146.5% | -73.1% | +40.7% |
| 5Y | -24.0% | +812.7% | -836.7% | -49.7% |
| 10Y | +225.5% | +966.8% | -741.3% | +102.9% |
| All | +225.5% | +1,005.7% | -780.2% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling