+833.2%
MOD vs TD
+103.6%
+729.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +16.1% | +0.6% | +15.5% | +15.6% |
| 30D | -38.5% | +5.0% | -43.5% | -41.5% |
| 3M | -46.8% | +1.1% | -47.9% | -47.7% |
| 6M | -61.6% | +16.5% | -78.0% | -66.8% |
| YTD | -20.5% | +34.3% | -54.8% | -39.1% |
| 1Y | -28.0% | +52.9% | -80.9% | -50.3% |
| 3Y | +134.9% | +132.2% | +2.7% | +11.2% |
| 5Y | +833.2% | +101.9% | +731.3% | +407.0% |
| All | +833.2% | +103.6% | +729.5% | +407.0% |
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