+128.8%
MOD vs TD
+133.8%
-5.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.2% |
| 7D | +8.2% | -3.1% | +11.3% | +11.4% |
| 30D | -38.2% | +6.7% | -44.8% | -42.1% |
| 3M | -46.2% | +3.1% | -49.3% | -48.0% |
| 6M | -62.5% | +17.6% | -80.2% | -67.9% |
| YTD | -20.1% | +34.8% | -54.9% | -38.8% |
| 1Y | -29.7% | +55.6% | -85.3% | -51.4% |
| All | +128.8% | +133.8% | -5.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling