+6,477.2%
TRV vs MOD
+3,565.2%
+2,911.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.9% |
| 7D | -0.1% | +9.6% | -9.7% | -1.5% |
| 30D | -3.4% | 0.0% | -3.5% | -3.6% |
| 3M | +26.4% | -35.4% | +61.8% | +32.8% |
| 6M | +19.3% | -7.3% | +26.6% | +17.7% |
| YTD | +28.3% | +45.8% | -17.5% | +17.6% |
| 1Y | +34.3% | +43.1% | -8.9% | +22.0% |
| 3Y | +140.1% | +297.7% | -157.5% | +73.9% |
| 5Y | +155.7% | +1,478.8% | -1,323.0% | +41.9% |
| 10Y | +285.5% | +1,633.4% | -1,347.8% | +86.8% |
| All | +6,477.2% | +3,565.2% | +2,911.9% | +2,187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling