+145.3%
TRV vs MOD
+129.2%
+16.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -1.9% |
| 7D | -0.3% | -25.5% | +25.3% | -0.2% |
| 30D | +9.6% | -49.0% | +58.6% | +9.9% |
| 3M | +2.7% | -49.8% | +52.6% | +3.0% |
| 6M | +32.0% | -64.8% | +96.8% | +32.9% |
| YTD | +37.8% | -27.6% | +65.4% | +35.5% |
| 1Y | +45.2% | -35.2% | +80.4% | +43.1% |
| 3Y | +145.3% | +137.1% | +8.1% | +142.8% |
| All | +145.3% | +129.2% | +16.1% | +142.8% |
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 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