+32.7%
TNA vs MOD
+1,079.7%
-1,047.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.9% | -17.4% |
| 7D | +3.7% | +40.4% | -36.7% | -18.1% |
| 30D | +4.4% | -14.0% | +18.4% | +7.0% |
| 3M | -26.7% | -33.3% | +6.7% | -13.9% |
| 6M | -12.8% | -51.4% | +38.6% | +19.8% |
| YTD | +22.7% | +1.6% | +21.0% | +1.7% |
| 1Y | +35.7% | +5.4% | +30.3% | +8.3% |
| 3Y | +134.6% | +191.0% | -56.4% | -14.3% |
| 5Y | -46.0% | +1,093.1% | -1,139.1% | -92.7% |
| All | +32.7% | +1,079.7% | -1,047.0% | -84.1% |
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