+42.1%
TRV vs MOD
-33.9%
+76.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.9% | -9.9% | +0.4% |
| 7D | -0.9% | -13.9% | +13.0% | -1.4% |
| 30D | +7.2% | -41.5% | +48.7% | +5.3% |
| 3M | +3.2% | -45.7% | +48.9% | +1.2% |
| 6M | +33.6% | -61.1% | +94.7% | +30.1% |
| YTD | +37.8% | -20.5% | +58.3% | +33.7% |
| All | +42.1% | -33.9% | +76.0% | +37.4% |
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