-32.6%
MOD vs TDY
+22.9%
-55.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.8% | -16.7% | -15.1% |
| 7D | -31.3% | -5.0% | -26.3% | -25.5% |
| 30D | -46.1% | +2.0% | -48.1% | -46.5% |
| 3M | -51.1% | -7.7% | -43.4% | -45.1% |
| 6M | -62.1% | -0.9% | -61.2% | -60.6% |
| YTD | -26.2% | +23.7% | -49.9% | -39.6% |
| 1Y | -32.6% | +23.6% | -56.2% | -43.9% |
| All | -32.6% | +22.9% | -55.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling