+13,823.5%
TDG vs MOD
+310.0%
+13,513.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | -0.2% |
| 7D | +0.4% | -13.9% | +14.4% | +2.7% |
| 30D | +10.0% | -41.5% | +51.5% | +21.0% |
| 3M | -0.5% | -45.7% | +45.2% | +10.5% |
| 6M | +0.3% | -61.1% | +61.4% | +17.2% |
| YTD | -8.3% | -20.5% | +12.1% | -9.5% |
| 1Y | -5.1% | -32.1% | +27.0% | -4.1% |
| 3Y | +46.5% | +146.5% | -99.9% | +2.7% |
| 5Y | +114.1% | +812.7% | -698.6% | +6.8% |
| 10Y | +555.9% | +966.8% | -410.9% | +173.0% |
| All | +13,823.5% | +310.0% | +13,513.5% | +5,736.6% |
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