+379.1%
TPR vs MOD
+911.6%
-532.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.5% |
| 7D | +14.2% | -25.5% | +39.7% | +21.5% |
| 30D | +17.1% | -49.0% | +66.1% | +36.8% |
| 3M | -17.7% | -49.8% | +32.1% | -4.5% |
| 6M | -10.2% | -64.8% | +54.6% | +11.8% |
| YTD | +4.9% | -27.6% | +32.5% | +4.2% |
| 1Y | +36.1% | -35.2% | +71.3% | +38.0% |
| 3Y | +416.5% | +137.1% | +279.3% | +211.5% |
| 5Y | +254.8% | +760.3% | -505.5% | +29.6% |
| All | +379.1% | +911.6% | -532.5% | +45.6% |
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