+812.7%
MOD vs TDY
+46.0%
+766.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.9% | +5.9% |
| 7D | -13.9% | -2.5% | -11.4% | -10.6% |
| 30D | -41.5% | +4.8% | -46.4% | -43.4% |
| 3M | -45.7% | -6.9% | -38.8% | -41.1% |
| 6M | -61.1% | +3.5% | -64.7% | -61.4% |
| YTD | -20.5% | +26.0% | -46.5% | -33.5% |
| 1Y | -32.1% | +25.4% | -57.5% | -42.7% |
| 3Y | +146.5% | +70.9% | +75.6% | +61.0% |
| 5Y | +812.7% | +46.6% | +766.2% | +556.9% |
| All | +812.7% | +46.0% | +766.7% | +556.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling