+468.5%
TXN vs MOD
+1,079.7%
-611.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +27.9% | -30.7% | -8.0% |
| 7D | +9.5% | +40.4% | -31.0% | +1.8% |
| 30D | +8.7% | -14.0% | +22.7% | +10.2% |
| 3M | +11.6% | -33.3% | +44.9% | +18.1% |
| 6M | +0.1% | -51.4% | +51.5% | +11.8% |
| YTD | +78.8% | +1.6% | +77.2% | +72.9% |
| 1Y | +91.2% | +5.4% | +85.8% | +82.8% |
| 3Y | +125.8% | +191.0% | -65.2% | +69.2% |
| 5Y | +83.8% | +1,093.1% | -1,009.3% | +3.3% |
| All | +468.5% | +1,079.7% | -611.2% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling