+68.5%
TGT vs MOD
+135.8%
-67.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.6% | +16.1% | -13.5% | +1.8% |
| 30D | +6.6% | -38.5% | +45.1% | +9.1% |
| 3M | +5.2% | -46.8% | +52.0% | +8.4% |
| 6M | +35.3% | -61.6% | +96.9% | +41.8% |
| YTD | +70.3% | -20.5% | +90.9% | +63.9% |
| 1Y | +81.2% | -28.0% | +109.2% | +75.4% |
| All | +68.5% | +135.8% | -67.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling