+180.5%
TRV vs MOD
+1,086.9%
-906.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -0.8% |
| 7D | +2.0% | +40.4% | -38.4% | +0.9% |
| 30D | +6.7% | -14.0% | +20.7% | +7.1% |
| 3M | +9.4% | -33.3% | +42.7% | +10.7% |
| 6M | +37.7% | -51.4% | +89.1% | +40.7% |
| YTD | +40.6% | +1.6% | +39.0% | +37.1% |
| 1Y | +42.4% | +5.4% | +37.1% | +38.3% |
| 3Y | +148.1% | +191.0% | -42.9% | +113.0% |
| All | +180.5% | +1,086.9% | -906.3% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling