+137.1%
MOD vs TD
+129.3%
+7.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.2% |
| 7D | -25.5% | -1.7% | -23.9% | -24.9% |
| 30D | -49.0% | +8.2% | -57.2% | -53.0% |
| 3M | -49.8% | +1.7% | -51.5% | -51.0% |
| 6M | -64.8% | +14.2% | -79.0% | -69.0% |
| YTD | -27.6% | +32.8% | -60.4% | -43.9% |
| 1Y | -35.2% | +55.5% | -90.7% | -55.1% |
| 3Y | +137.1% | +129.6% | +7.5% | +17.3% |
| All | +137.1% | +129.3% | +7.8% | +17.3% |
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