+7,716.5%
TPR vs MOD
+790.2%
+6,926.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.6% |
| 7D | -2.7% | +9.6% | -12.3% | -5.2% |
| 30D | -23.3% | 0.0% | -23.3% | -23.7% |
| 3M | -12.8% | -35.4% | +22.6% | -3.8% |
| 6M | -21.7% | -7.3% | -14.5% | -23.4% |
| YTD | -3.9% | +45.8% | -49.7% | -18.5% |
| 1Y | +16.9% | +43.1% | -26.2% | -2.0% |
| 3Y | +289.8% | +297.7% | -7.9% | +117.0% |
| 5Y | +241.9% | +1,478.8% | -1,236.8% | +19.3% |
| 10Y | +322.7% | +1,633.4% | -1,310.7% | +21.2% |
| All | +7,716.5% | +790.2% | +6,926.2% | +1,656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling