+753.4%
MOD vs TSN
-14.6%
+768.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.7% |
| 7D | -25.5% | +4.6% | -30.2% | -25.6% |
| 30D | -49.0% | +15.4% | -64.4% | -49.4% |
| 3M | -49.8% | +2.9% | -52.7% | -49.7% |
| 6M | -64.8% | -10.8% | -54.0% | -64.0% |
| YTD | -27.6% | +4.5% | -32.1% | -27.9% |
| 1Y | -35.2% | +19.5% | -54.7% | -36.6% |
| 3Y | +137.1% | +42.2% | +94.9% | +111.1% |
| All | +753.4% | -14.6% | +768.0% | +759.4% |
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 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