-54.0%
TE vs MOD
-35.8%
-18.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.9% | -6.7% | -8.0% |
| 7D | -26.9% | -17.8% | -9.0% | -19.8% |
| 30D | -38.9% | -43.2% | +4.3% | -17.2% |
| 3M | -61.0% | -46.0% | -15.0% | -46.1% |
| 6M | -66.4% | -62.2% | -4.2% | -43.3% |
| YTD | -69.0% | -22.8% | -46.2% | -59.9% |
| 1Y | -54.0% | -35.5% | -18.5% | -34.5% |
| All | -54.0% | -35.8% | -18.2% | -34.5% |
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