+13,174.6%
TDG vs MOD
+657.6%
+12,517.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.5% |
| 7D | -2.0% | +9.6% | -11.6% | -3.9% |
| 30D | -7.4% | 0.0% | -7.4% | -7.6% |
| 3M | -5.4% | -35.4% | +30.0% | +2.1% |
| 6M | -11.6% | -7.3% | -4.4% | -12.8% |
| YTD | -12.6% | +45.8% | -58.4% | -22.4% |
| 1Y | -9.3% | +43.1% | -52.5% | -20.5% |
| 3Y | +49.2% | +297.7% | -248.5% | -3.8% |
| 5Y | +132.1% | +1,478.8% | -1,346.6% | +5.1% |
| 10Y | +544.8% | +1,633.4% | -1,088.6% | +146.4% |
| All | +13,174.6% | +657.6% | +12,517.0% | +4,893.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling