+989.4%
TNA vs MOD
+1,750.8%
-761.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | -0.9% |
| 7D | -7.0% | -25.5% | +18.6% | +9.3% |
| 30D | -6.4% | -49.0% | +42.6% | +39.0% |
| 3M | -25.7% | -49.8% | +24.2% | +9.3% |
| 6M | -19.7% | -64.8% | +45.0% | +42.6% |
| YTD | +18.3% | -27.6% | +45.9% | +24.7% |
| 1Y | +24.6% | -35.2% | +59.8% | +38.6% |
| 3Y | +112.8% | +137.1% | -24.3% | -12.9% |
| 5Y | -49.5% | +760.3% | -809.8% | -92.0% |
| 10Y | +76.4% | +938.8% | -862.5% | -80.3% |
| All | +989.4% | +1,750.8% | -761.4% | -12.9% |
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