+53.3%
TNA vs MOD
+920.5%
-867.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.3% |
| 7D | -0.5% | -17.8% | +17.4% | +9.3% |
| 30D | -0.7% | -43.2% | +42.5% | +35.1% |
| 3M | -21.5% | -46.0% | +24.6% | +8.1% |
| 6M | -11.2% | -62.2% | +51.0% | +46.6% |
| YTD | +27.0% | -22.8% | +49.8% | +28.3% |
| 1Y | +28.0% | -35.5% | +63.5% | +42.6% |
| 3Y | +142.9% | +128.2% | +14.7% | +5.8% |
| 5Y | -42.6% | +791.6% | -834.2% | -90.5% |
| 10Y | +53.3% | +886.3% | -833.1% | -78.1% |
| All | +53.3% | +920.5% | -867.2% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling