+227.9%
TPR vs MOD
+818.0%
-590.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.4% |
| 7D | +6.4% | +8.2% | -1.8% | +4.4% |
| 30D | +13.8% | -38.2% | +51.9% | +24.0% |
| 3M | -16.6% | -46.2% | +29.6% | -7.1% |
| 6M | +0.7% | -62.5% | +63.2% | +19.3% |
| YTD | +5.3% | -20.1% | +25.4% | +1.7% |
| 1Y | +32.4% | -29.7% | +62.0% | +30.6% |
| 3Y | +406.4% | +136.2% | +270.2% | +207.4% |
| 5Y | +227.9% | +820.4% | -592.4% | +12.0% |
| All | +227.9% | +818.0% | -590.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling