+546.5%
TDG vs MOD
+1,541.2%
-994.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.9% | +6.3% | -7.2% | -2.2% |
| 30D | -6.5% | -1.7% | -4.9% | -6.4% |
| 3M | -5.1% | -30.1% | +25.0% | +1.2% |
| 6M | -11.5% | +2.7% | -14.2% | -14.7% |
| YTD | -13.9% | +44.1% | -58.0% | -24.2% |
| 1Y | -11.5% | +38.7% | -50.2% | -22.8% |
| 3Y | +53.7% | +309.8% | -256.1% | -8.3% |
| 5Y | +135.5% | +1,569.7% | -1,434.2% | -9.9% |
| All | +546.5% | +1,541.2% | -994.7% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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