+309.8%
MOD vs TDY
+47.5%
+262.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.2% |
| 7D | +6.3% | -0.9% | +7.2% | +7.4% |
| 30D | -1.7% | -12.5% | +10.8% | +13.2% |
| 3M | -30.1% | -1.2% | -28.9% | -28.3% |
| 6M | +2.7% | -6.6% | +9.3% | +12.1% |
| YTD | +44.1% | +18.5% | +25.6% | +25.1% |
| 1Y | +38.7% | +10.8% | +28.0% | +28.4% |
| 3Y | +309.8% | +47.5% | +262.3% | +199.9% |
| All | +309.8% | +47.5% | +262.3% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling