+321.2%
MOD vs TSN
+8.7%
+312.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.2% |
| 7D | +9.6% | -6.3% | +15.9% | +8.8% |
| 30D | 0.0% | -10.8% | +10.8% | -1.2% |
| 3M | -35.4% | -8.8% | -26.6% | -36.0% |
| 6M | -7.3% | -16.8% | +9.5% | -8.4% |
| YTD | +45.8% | -10.0% | +55.8% | +44.8% |
| 1Y | +43.1% | -5.3% | +48.4% | +42.5% |
| All | +321.2% | +8.7% | +312.4% | +263.4% |
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