-34.5%
TLT vs MOD
+1,086.9%
-1,121.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -0.5% |
| 7D | -3.1% | +40.4% | -43.5% | -3.2% |
| 30D | +1.0% | -14.0% | +15.0% | +1.1% |
| 3M | -2.7% | -33.3% | +30.6% | -2.6% |
| 6M | -4.1% | -51.4% | +47.3% | -3.9% |
| YTD | -5.4% | +1.6% | -7.0% | -5.1% |
| 1Y | -7.0% | +5.4% | -12.4% | -6.8% |
| 3Y | +2.8% | +191.0% | -188.2% | +3.1% |
| All | -34.5% | +1,086.9% | -1,121.4% | -33.6% |
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 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