+148.1%
TRV vs MOD
+201.5%
-53.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | 0.0% |
| 7D | +2.0% | +40.4% | -38.4% | +2.1% |
| 30D | +6.7% | -14.0% | +20.7% | +6.9% |
| 3M | +9.4% | -33.3% | +42.7% | +9.8% |
| 6M | +37.7% | -51.4% | +89.1% | +38.7% |
| YTD | +40.6% | +1.6% | +39.0% | +38.3% |
| 1Y | +42.4% | +5.4% | +37.1% | +39.8% |
| 3Y | +148.1% | +191.0% | -42.9% | +146.4% |
| All | +148.1% | +201.5% | -53.3% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling