+21,996.7%
TXN vs MOD
+1,638.7%
+20,358.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.5% |
| 7D | -7.8% | -25.5% | +17.7% | -2.5% |
| 30D | -3.6% | -49.0% | +45.4% | +10.1% |
| 3M | +0.1% | -49.8% | +49.9% | +14.1% |
| 6M | -3.2% | -64.8% | +61.6% | +18.1% |
| YTD | +63.4% | -27.6% | +91.0% | +69.0% |
| 1Y | +75.6% | -35.2% | +110.8% | +84.4% |
| 3Y | +104.0% | +137.1% | -33.1% | +52.2% |
| 5Y | +65.0% | +760.3% | -695.3% | -10.9% |
| 10Y | +437.9% | +938.8% | -500.9% | +136.9% |
| All | +21,996.7% | +1,638.7% | +20,358.0% | +6,845.1% |
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