+1,316.1%
TNA vs MOD
+3,629.1%
-2,313.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -2.1% |
| 7D | -0.1% | +9.6% | -9.7% | -6.1% |
| 30D | -4.9% | 0.0% | -4.9% | -5.5% |
| 3M | +0.4% | -35.4% | +35.8% | +29.0% |
| 6M | +32.5% | -7.3% | +39.8% | +31.7% |
| YTD | +53.7% | +45.8% | +7.9% | +8.8% |
| 1Y | +65.1% | +43.1% | +22.0% | +15.3% |
| 3Y | +98.4% | +297.7% | -199.2% | -38.7% |
| 5Y | -22.5% | +1,478.8% | -1,501.2% | -91.2% |
| 10Y | +82.5% | +1,633.4% | -1,550.9% | -84.5% |
| All | +1,316.1% | +3,629.1% | -2,313.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling