+124.3%
MOD vs TSN
+43.3%
+81.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.2% |
| 7D | -34.2% | +6.9% | -41.0% | -32.8% |
| 30D | -51.9% | +15.7% | -67.5% | -50.2% |
| 3M | -53.0% | +4.3% | -57.3% | -52.0% |
| 6M | -66.4% | -10.6% | -55.7% | -65.7% |
| YTD | -31.5% | +5.2% | -36.8% | -29.6% |
| 1Y | -39.6% | +18.7% | -58.2% | -36.8% |
| All | +124.3% | +43.3% | +81.0% | +110.6% |
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