+77.2%
TNA vs MOD
+1,504.3%
-1,427.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | +4.1% | +6.3% | -2.2% | +0.1% |
| 30D | -7.6% | -1.7% | -6.0% | -7.2% |
| 3M | +8.1% | -30.1% | +38.2% | +30.5% |
| 6M | +49.0% | +2.7% | +46.3% | +39.1% |
| YTD | +51.7% | +44.1% | +7.6% | +10.2% |
| 1Y | +59.6% | +38.7% | +20.9% | +16.0% |
| 3Y | +118.9% | +309.8% | -190.9% | -30.5% |
| 5Y | -19.2% | +1,569.7% | -1,588.9% | -90.5% |
| 10Y | +77.2% | +1,520.5% | -1,443.2% | -83.3% |
| All | +77.2% | +1,504.3% | -1,427.0% | -83.3% |
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