+565.8%
TDG vs MOD
+920.5%
-354.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.2% |
| 7D | +1.4% | -17.8% | +19.3% | +4.8% |
| 30D | +10.6% | -43.2% | +53.8% | +22.9% |
| 3M | +0.2% | -46.0% | +46.2% | +11.9% |
| 6M | +0.9% | -62.2% | +63.1% | +19.4% |
| YTD | -7.8% | -22.8% | +15.0% | -9.1% |
| 1Y | -4.9% | -35.5% | +30.6% | -3.3% |
| 3Y | +44.5% | +128.2% | -83.8% | -4.0% |
| 5Y | +117.7% | +791.6% | -673.9% | -6.9% |
| 10Y | +565.8% | +886.3% | -320.5% | +119.3% |
| All | +565.8% | +920.5% | -354.6% | +119.3% |
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