+64.0%
TMO vs MOD
+148.6%
-84.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.9% | -6.0% | +3.2% |
| 7D | +5.7% | -13.9% | +19.6% | +6.4% |
| 30D | +9.7% | -41.5% | +51.2% | +13.1% |
| 3M | +21.6% | -45.7% | +67.3% | +25.6% |
| 6M | +55.5% | -61.1% | +116.6% | +63.5% |
| YTD | +24.9% | -20.5% | +45.4% | +22.4% |
| 1Y | +26.5% | -32.1% | +58.6% | +25.5% |
| 3Y | +64.0% | +146.5% | -82.4% | +36.5% |
| All | +64.0% | +148.6% | -84.6% | +36.5% |
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