+1,503.2%
MOD vs TDY
+471.0%
+1,032.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.0% |
| 7D | +3.6% | -1.8% | +5.4% | +5.2% |
| 30D | -2.6% | -13.8% | +11.1% | +10.1% |
| 3M | -33.1% | -3.9% | -29.3% | -30.2% |
| 6M | -7.5% | -9.0% | +1.5% | +1.6% |
| YTD | +39.3% | +16.5% | +22.7% | +25.5% |
| 1Y | +34.3% | +9.3% | +25.0% | +27.4% |
| 3Y | +296.2% | +45.1% | +251.1% | +205.1% |
| 5Y | +1,504.6% | +35.0% | +1,469.6% | +1,193.1% |
| All | +1,503.2% | +471.0% | +1,032.2% | +329.5% |
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