+148.6%
TE vs MOD
+45.0%
+103.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | -1.1% |
| 7D | -4.0% | +9.6% | -13.6% | -8.7% |
| 30D | -15.9% | 0.0% | -15.9% | -16.1% |
| 3M | -60.5% | -35.4% | -25.2% | -50.5% |
| 6M | -35.2% | -7.3% | -27.9% | -29.8% |
| YTD | -31.1% | +45.8% | -76.9% | -37.4% |
| 1Y | +148.6% | +43.1% | +105.5% | +160.6% |
| All | +148.6% | +45.0% | +103.7% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling