-32.6%
MOD vs TENB
+64.9%
-97.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.1% | -21.4% |
| 7D | -31.3% | -2.8% | -28.5% | -31.4% |
| 30D | -46.1% | +22.9% | -69.0% | -44.9% |
| 3M | -51.1% | +31.7% | -82.9% | -49.3% |
| 6M | -62.1% | +127.3% | -189.3% | -57.0% |
| YTD | -26.2% | +101.2% | -127.4% | -17.8% |
| 1Y | -32.6% | +68.7% | -101.3% | -12.7% |
| All | -32.6% | +64.9% | -97.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling