+791.6%
MOD vs TSN
-13.7%
+805.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -17.8% | +5.8% | -23.7% | -17.9% |
| 30D | -43.2% | +12.8% | -56.1% | -43.5% |
| 3M | -46.0% | +6.5% | -52.5% | -46.1% |
| 6M | -62.2% | -10.3% | -52.0% | -61.4% |
| YTD | -22.8% | +5.5% | -28.3% | -23.1% |
| 1Y | -35.5% | +15.8% | -51.3% | -36.6% |
| 3Y | +128.2% | +42.5% | +85.7% | +103.5% |
| 5Y | +791.6% | -14.3% | +806.0% | +806.5% |
| All | +791.6% | -13.7% | +805.3% | +806.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling