+839.8%
MOD vs TDY
+457.2%
+382.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.8% |
| 7D | +8.2% | +3.0% | +5.2% | +5.9% |
| 30D | -38.2% | +6.1% | -44.3% | -40.4% |
| 3M | -46.2% | -4.5% | -41.7% | -43.5% |
| 6M | -62.5% | +2.9% | -65.5% | -62.6% |
| YTD | -20.1% | +27.5% | -47.6% | -32.3% |
| 1Y | -29.7% | +26.5% | -56.1% | -39.9% |
| 3Y | +136.2% | +70.1% | +66.1% | +61.9% |
| 5Y | +820.4% | +46.8% | +773.6% | +601.7% |
| 10Y | +839.8% | +447.2% | +392.7% | +218.8% |
| All | +839.8% | +457.2% | +382.6% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling