-26.9%
TGT vs MOD
+748.9%
-775.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.2% |
| 7D | +2.6% | -25.5% | +28.2% | +4.6% |
| 30D | +5.0% | -49.0% | +54.0% | +10.4% |
| 3M | +8.5% | -49.8% | +58.3% | +14.0% |
| 6M | +23.8% | -64.8% | +88.5% | +33.2% |
| YTD | +66.5% | -27.6% | +94.2% | +62.5% |
| 1Y | +84.9% | -35.2% | +120.1% | +81.9% |
| 3Y | +59.2% | +137.1% | -77.9% | +23.3% |
| All | -26.9% | +748.9% | -775.9% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling