+1,604.6%
MOD vs TSN
-12.9%
+1,617.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +9.6% | -6.3% | +15.9% | +11.6% |
| 30D | 0.0% | -10.8% | +10.8% | +3.5% |
| 3M | -35.4% | -8.8% | -26.6% | -34.2% |
| 6M | -7.3% | -16.8% | +9.5% | -3.1% |
| YTD | +45.8% | -10.0% | +55.8% | +48.3% |
| 1Y | +43.1% | -5.3% | +48.4% | +42.5% |
| 3Y | +297.7% | +8.5% | +289.1% | +260.5% |
| 5Y | +1,478.8% | -22.9% | +1,501.7% | +1,521.5% |
| All | +1,604.6% | -12.9% | +1,617.4% | +1,492.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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