-84.3%
TE vs MOD
+1,086.9%
-1,171.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +27.9% | -30.9% | -14.8% |
| 7D | -19.1% | +40.4% | -59.5% | -31.9% |
| 30D | -34.1% | -14.0% | -20.1% | -31.8% |
| 3M | -60.1% | -33.3% | -26.8% | -54.0% |
| 6M | -66.0% | -51.4% | -14.5% | -54.6% |
| YTD | -71.4% | +1.6% | -73.0% | -72.3% |
| 1Y | -45.3% | +5.4% | -50.7% | -48.1% |
| 3Y | +9.1% | +191.0% | -181.8% | -31.6% |
| All | -84.3% | +1,086.9% | -1,171.2% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling