+299.4%
TPR vs MOD
+300.6%
-1.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | -2.3% | +9.6% | -11.9% | -3.8% |
| 30D | -23.0% | 0.0% | -23.0% | -23.3% |
| 3M | -12.5% | -35.4% | +22.9% | -6.6% |
| 6M | -21.4% | -7.3% | -14.2% | -22.7% |
| YTD | -3.5% | +45.8% | -49.3% | -13.4% |
| 1Y | +17.4% | +43.1% | -25.8% | +4.7% |
| All | +299.4% | +300.6% | -1.2% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling