+1,530.3%
MOD vs TD
+124.9%
+1,405.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.6% |
| 7D | +9.6% | +0.3% | +9.3% | +9.2% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | -35.4% | +7.6% | -43.0% | -39.4% |
| 6M | -7.3% | +25.0% | -32.3% | -23.8% |
| YTD | +45.8% | +31.0% | +14.8% | +15.2% |
| 1Y | +43.1% | +65.2% | -22.0% | -6.4% |
| 3Y | +297.7% | +122.5% | +175.2% | +97.9% |
| All | +1,530.3% | +124.9% | +1,405.4% | +649.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling