+520.8%
MOD vs TENB
+31.4%
+489.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +9.1% |
| 7D | -13.9% | -8.0% | -6.0% | -12.5% |
| 30D | -41.5% | +5.0% | -46.5% | -42.3% |
| 3M | -45.7% | +20.0% | -65.8% | -48.6% |
| 6M | -61.1% | +100.0% | -161.2% | -68.0% |
| YTD | -20.5% | +85.6% | -106.1% | -34.5% |
| 1Y | -32.1% | +57.8% | -89.9% | -41.5% |
| 3Y | +146.5% | +17.6% | +128.8% | +129.3% |
| 5Y | +812.7% | -21.7% | +834.5% | +781.8% |
| All | +520.8% | +31.4% | +489.4% | +340.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling