-31.8%
TE vs MOD
+129.2%
-161.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +0.6% |
| 7D | -12.6% | -25.5% | +13.0% | +0.4% |
| 30D | -36.7% | -49.0% | +12.3% | -11.8% |
| 3M | -57.5% | -49.8% | -7.7% | -40.7% |
| 6M | -55.2% | -64.8% | +9.6% | -25.0% |
| YTD | -64.7% | -27.6% | -37.0% | -58.6% |
| 1Y | -35.9% | -35.2% | -0.7% | -21.3% |
| 3Y | -31.8% | +137.1% | -168.9% | -57.5% |
| All | -31.8% | +129.2% | -161.0% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling