+1,064.5%
MOD vs TDY
+434.3%
+630.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.6% | +28.5% | +28.4% |
| 7D | +40.4% | +4.1% | +36.4% | +35.9% |
| 30D | -14.0% | +5.7% | -19.7% | -17.0% |
| 3M | -33.3% | -4.4% | -28.9% | -30.0% |
| 6M | -51.4% | +1.2% | -52.6% | -50.8% |
| YTD | +1.6% | +26.0% | -24.4% | -13.2% |
| 1Y | +5.4% | +27.4% | -22.0% | -10.6% |
| 3Y | +191.0% | +67.5% | +123.5% | +101.8% |
| 5Y | +1,093.1% | +44.9% | +1,048.3% | +818.7% |
| All | +1,064.5% | +434.3% | +630.2% | +293.9% |
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 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