+357.4%
TRV vs MOD
+1,005.7%
-648.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.9% | -0.9% |
| 7D | -0.9% | -13.9% | +13.0% | +0.1% |
| 30D | +7.2% | -41.5% | +48.7% | +12.1% |
| 3M | +3.2% | -45.7% | +48.9% | +8.4% |
| 6M | +33.6% | -61.1% | +94.7% | +43.7% |
| YTD | +37.8% | -20.5% | +58.3% | +35.2% |
| 1Y | +43.4% | -32.1% | +75.5% | +42.6% |
| 3Y | +146.7% | +146.5% | +0.2% | +93.8% |
| 5Y | +176.1% | +812.7% | -636.6% | +68.4% |
| 10Y | +357.4% | +966.8% | -609.4% | +140.2% |
| All | +357.4% | +1,005.7% | -648.3% | +140.2% |
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