+6.9%
TLT vs MOD
+129.2%
-122.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | +0.1% | -25.5% | +25.6% | +0.3% |
| 30D | +6.2% | -49.0% | +55.2% | +6.8% |
| 3M | +0.1% | -49.8% | +49.9% | +0.6% |
| 6M | -3.0% | -64.8% | +61.8% | -2.1% |
| YTD | -2.7% | -27.6% | +24.9% | -2.4% |
| 1Y | -4.8% | -35.2% | +30.4% | -4.4% |
| 3Y | +6.9% | +137.1% | -130.2% | -6.6% |
| All | +6.9% | +129.2% | -122.3% | -6.6% |
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