+966.8%
MOD vs TD
+311.5%
+655.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +8.4% |
| 7D | -13.9% | -0.6% | -13.3% | -13.9% |
| 30D | -41.5% | +7.9% | -49.5% | -46.2% |
| 3M | -45.7% | +3.1% | -48.9% | -47.8% |
| 6M | -61.1% | +17.2% | -78.3% | -67.0% |
| YTD | -20.5% | +34.7% | -55.2% | -40.8% |
| 1Y | -32.1% | +56.9% | -89.0% | -56.2% |
| 3Y | +146.5% | +134.7% | +11.7% | +5.2% |
| 5Y | +812.7% | +104.8% | +707.9% | +344.9% |
| 10Y | +966.8% | +305.8% | +661.0% | +226.9% |
| All | +966.8% | +311.5% | +655.4% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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