+41.8%
TRV vs MOD
-33.2%
+75.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.2% |
| 7D | -2.4% | +8.2% | -10.6% | -2.0% |
| 30D | +7.5% | -38.2% | +45.6% | +5.8% |
| 3M | +6.7% | -46.2% | +52.9% | +4.7% |
| 6M | +35.5% | -62.5% | +98.0% | +32.1% |
| YTD | +39.3% | -20.1% | +59.4% | +34.8% |
| 1Y | +41.8% | -29.7% | +71.5% | +36.8% |
| All | +41.8% | -33.2% | +75.0% | +36.8% |
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