+36.1%
TPR vs MOD
-37.3%
+73.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.3% |
| 7D | +14.2% | -25.5% | +39.7% | +16.2% |
| 30D | +17.1% | -49.0% | +66.1% | +23.4% |
| 3M | -17.7% | -49.8% | +32.1% | -13.6% |
| 6M | -10.2% | -64.8% | +54.6% | -2.2% |
| YTD | +4.9% | -27.6% | +32.5% | +2.7% |
| 1Y | +36.1% | -35.2% | +71.3% | +33.7% |
| All | +36.1% | -37.3% | +73.4% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling