-35.2%
MOD vs TENB
+53.1%
-88.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +5.4% |
| 7D | -25.5% | -17.0% | -8.6% | -26.5% |
| 30D | -49.0% | +8.2% | -57.2% | -48.4% |
| 3M | -49.8% | +16.5% | -66.3% | -48.4% |
| 6M | -64.8% | +99.1% | -163.9% | -60.5% |
| YTD | -27.6% | +79.0% | -106.7% | -20.1% |
| 1Y | -35.2% | +53.9% | -89.1% | -18.2% |
| All | -35.2% | +53.1% | -88.3% | -18.2% |
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