+127.6%
MOD vs TENB
+10.3%
+117.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +0.2% |
| 7D | +16.1% | -7.0% | +23.1% | +17.4% |
| 30D | -38.5% | -0.6% | -37.9% | -38.5% |
| 3M | -46.8% | +10.9% | -57.8% | -48.0% |
| 6M | -61.6% | +95.4% | -157.0% | -68.5% |
| YTD | -20.5% | +74.5% | -95.0% | -32.9% |
| 1Y | -28.0% | +49.2% | -77.2% | -33.3% |
| All | +127.6% | +10.3% | +117.3% | +143.6% |
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