+34.3%
MOD vs TDY
+9.2%
+25.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.4% |
| 7D | +3.6% | -1.8% | +5.4% | +5.9% |
| 30D | -2.6% | -13.8% | +11.1% | +15.4% |
| 3M | -33.1% | -3.9% | -29.3% | -29.0% |
| 6M | -7.5% | -9.0% | +1.5% | +3.4% |
| YTD | +39.3% | +16.5% | +22.7% | +29.3% |
| 1Y | +34.3% | +9.3% | +25.0% | +35.0% |
| All | +34.3% | +9.2% | +25.1% | +35.0% |
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