-76.8%
TE vs MOD
+1,138.3%
-1,215.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -7.3% | -9.2% | -14.2% |
| 7D | -20.3% | -34.2% | +13.9% | -9.7% |
| 30D | -40.0% | -51.9% | +11.9% | -25.1% |
| 3M | -58.3% | -53.0% | -5.3% | -47.7% |
| 6M | -57.3% | -66.4% | +9.0% | -40.4% |
| YTD | -65.9% | -31.5% | -34.3% | -61.0% |
| 1Y | -44.3% | -39.6% | -4.7% | -34.2% |
| 3Y | -36.0% | +116.8% | -152.8% | -41.6% |
| 5Y | -80.1% | +713.8% | -793.9% | -84.9% |
| All | -76.8% | +1,138.3% | -1,215.1% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling