+1,082.7%
MOD vs TENB
-24.3%
+1,107.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.6% | +28.0% |
| 7D | +40.4% | -3.3% | +43.7% | +41.2% |
| 30D | -14.0% | +6.9% | -20.9% | -15.2% |
| 3M | -33.3% | +1.8% | -35.2% | -34.1% |
| 6M | -51.4% | +98.1% | -149.5% | -59.1% |
| YTD | +1.6% | +73.2% | -71.6% | -13.0% |
| 1Y | +5.4% | +50.7% | -45.3% | -6.1% |
| 3Y | +191.0% | +9.3% | +181.7% | +184.2% |
| All | +1,082.7% | -24.3% | +1,107.1% | +1,082.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling