+20,389.3%
TXN vs MOD
+3,565.2%
+16,824.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.9% |
| 7D | -0.1% | +9.6% | -9.7% | -2.0% |
| 30D | -6.9% | 0.0% | -7.0% | -7.1% |
| 3M | -14.9% | -35.4% | +20.4% | -7.2% |
| 6M | +29.0% | -7.3% | +36.3% | +29.6% |
| YTD | +51.5% | +45.8% | +5.7% | +37.0% |
| 1Y | +41.6% | +43.1% | -1.6% | +26.9% |
| 3Y | +65.8% | +297.7% | -231.9% | +11.8% |
| 5Y | +56.8% | +1,478.8% | -1,421.9% | -24.8% |
| 10Y | +387.5% | +1,633.4% | -1,245.9% | +95.1% |
| All | +20,389.3% | +3,565.2% | +16,824.1% | +5,486.7% |
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 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