+46.5%
TDG vs MOD
+148.6%
-102.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +0.8% |
| 7D | +0.4% | -13.9% | +14.4% | +1.6% |
| 30D | +10.0% | -41.5% | +51.5% | +15.9% |
| 3M | -0.5% | -45.7% | +45.2% | +5.4% |
| 6M | +0.3% | -61.1% | +61.4% | +9.4% |
| YTD | -8.3% | -20.5% | +12.1% | -9.4% |
| 1Y | -5.1% | -32.1% | +27.0% | -4.7% |
| 3Y | +46.5% | +146.5% | -99.9% | +12.8% |
| All | +46.5% | +148.6% | -102.1% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling