+1,544.7%
MOD vs TSN
+1,057.8%
+486.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | -34.2% | +6.9% | -41.0% | -35.9% |
| 30D | -51.9% | +15.7% | -67.5% | -54.5% |
| 3M | -53.0% | +4.3% | -57.3% | -54.2% |
| 6M | -66.4% | -10.6% | -55.7% | -65.8% |
| YTD | -31.5% | +5.2% | -36.8% | -34.3% |
| 1Y | -39.6% | +18.7% | -58.2% | -44.3% |
| 3Y | +116.8% | +41.8% | +75.0% | +82.0% |
| 5Y | +713.8% | -13.6% | +727.4% | +696.3% |
| 10Y | +882.7% | +16.2% | +866.5% | +744.3% |
| All | +1,544.7% | +1,057.8% | +486.9% | +583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling