+85.0%
TGT vs MOD
+40.7%
+44.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -0.6% | +6.3% | -7.0% | -0.6% |
| 30D | +9.5% | -1.7% | +11.2% | +9.5% |
| 3M | +32.3% | -30.1% | +62.4% | +32.2% |
| 6M | +37.0% | +2.7% | +34.3% | +34.5% |
| YTD | +71.0% | +44.1% | +27.0% | +63.3% |
| 1Y | +85.0% | +38.7% | +46.3% | +77.7% |
| All | +85.0% | +40.7% | +44.3% | +77.7% |
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 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