+384.1%
TPR vs MOD
+857.0%
-472.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.3% | +14.3% | +8.9% |
| 7D | +13.9% | -34.2% | +48.0% | +25.1% |
| 30D | +14.9% | -51.9% | +66.8% | +36.4% |
| 3M | -15.4% | -53.0% | +37.7% | 0.0% |
| 6M | -4.5% | -66.4% | +61.9% | +20.4% |
| YTD | +6.0% | -31.5% | +37.5% | +6.8% |
| 1Y | +24.3% | -39.6% | +63.9% | +28.5% |
| 3Y | +412.8% | +116.8% | +296.0% | +217.4% |
| 5Y | +258.4% | +713.8% | -455.4% | +32.9% |
| All | +384.1% | +857.0% | -472.9% | +49.3% |
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