+911.8%
MOD vs TDY
+7,137.3%
-6,225.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +9.6% | -1.8% | +11.4% | +10.6% |
| 30D | 0.0% | -10.7% | +10.7% | +5.9% |
| 3M | -35.4% | -1.3% | -34.1% | -34.5% |
| 6M | -7.3% | -10.6% | +3.3% | -0.7% |
| YTD | +45.8% | +19.6% | +26.2% | +35.4% |
| 1Y | +43.1% | +11.6% | +31.5% | +37.7% |
| 3Y | +297.7% | +45.2% | +252.5% | +241.4% |
| 5Y | +1,478.8% | +36.1% | +1,442.7% | +1,302.4% |
| 10Y | +1,633.4% | +458.8% | +1,174.5% | +736.1% |
| All | +911.8% | +7,137.3% | -6,225.6% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling