+321.2%
MOD vs TENB
-24.1%
+345.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +9.6% | -9.1% | +18.7% | +11.6% |
| 30D | 0.0% | -4.9% | +4.9% | +0.4% |
| 3M | -35.4% | +16.9% | -52.3% | -39.4% |
| 6M | -7.3% | +68.0% | -75.2% | -23.0% |
| YTD | +45.8% | +45.6% | +0.2% | +26.7% |
| 1Y | +43.1% | +12.7% | +30.4% | +42.1% |
| All | +321.2% | -24.1% | +345.3% | +379.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling