+146.5%
MOD vs TSN
+42.6%
+103.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +10.0% |
| 7D | -13.9% | +4.9% | -18.8% | -12.5% |
| 30D | -41.5% | +12.1% | -53.6% | -39.8% |
| 3M | -45.7% | +4.1% | -49.8% | -44.6% |
| 6M | -61.1% | -10.9% | -50.2% | -60.4% |
| YTD | -20.5% | +4.8% | -25.3% | -18.3% |
| 1Y | -32.1% | +17.6% | -49.8% | -29.1% |
| 3Y | +146.5% | +43.2% | +103.2% | +131.5% |
| All | +146.5% | +42.6% | +103.9% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling