+288.1%
TEL vs MOD
+920.5%
-632.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | -0.9% | -17.8% | +16.9% | +2.7% |
| 30D | -0.2% | -43.2% | +43.0% | +12.0% |
| 3M | +2.0% | -46.0% | +48.1% | +15.3% |
| 6M | +6.4% | -62.2% | +68.7% | +28.4% |
| YTD | -3.2% | -22.8% | +19.6% | -2.1% |
| 1Y | -11.2% | -35.5% | +24.3% | -6.9% |
| 3Y | +79.8% | +128.2% | -48.5% | +29.0% |
| 5Y | +46.6% | +791.6% | -745.1% | -28.6% |
| 10Y | +288.1% | +886.3% | -598.2% | +68.0% |
| All | +288.1% | +920.5% | -632.4% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling