+157.9%
TRV vs MOD
+1,486.5%
-1,328.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.5% |
| 7D | -0.1% | +9.6% | -9.7% | -0.5% |
| 30D | -3.4% | 0.0% | -3.5% | -3.5% |
| 3M | +26.4% | -35.4% | +61.8% | +28.5% |
| 6M | +19.3% | -7.3% | +26.6% | +18.5% |
| YTD | +28.3% | +45.8% | -17.5% | +23.8% |
| 1Y | +34.3% | +43.1% | -8.9% | +29.1% |
| 3Y | +140.1% | +297.7% | -157.5% | +104.3% |
| All | +157.9% | +1,486.5% | -1,328.5% | +81.6% |
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