+44.1%
TRV vs MOD
-35.8%
+79.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.3% |
| 7D | +1.4% | -17.8% | +19.2% | +0.6% |
| 30D | +8.7% | -43.2% | +51.9% | +6.7% |
| 3M | +7.1% | -46.0% | +53.1% | +5.0% |
| 6M | +35.5% | -62.2% | +97.7% | +31.8% |
| YTD | +39.7% | -22.8% | +62.5% | +35.4% |
| 1Y | +44.1% | -35.5% | +79.6% | +39.2% |
| All | +44.1% | -35.8% | +79.9% | +39.2% |
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 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