+569.3%
TDG vs MOD
+915.9%
-346.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.9% |
| 7D | +2.3% | +8.2% | -5.9% | +0.5% |
| 30D | +11.2% | -38.2% | +49.3% | +21.4% |
| 3M | +0.2% | -46.2% | +46.5% | +12.1% |
| 6M | +3.9% | -62.5% | +66.4% | +23.3% |
| YTD | -6.4% | -20.1% | +13.7% | -8.3% |
| 1Y | -3.8% | -29.7% | +25.9% | -4.0% |
| 3Y | +46.8% | +136.2% | -89.5% | -3.3% |
| 5Y | +128.3% | +820.4% | -692.1% | -3.2% |
| 10Y | +569.3% | +839.8% | -270.5% | +119.8% |
| All | +569.3% | +915.9% | -346.6% | +119.8% |
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