+291.2%
TEL vs MOD
+827.6%
-536.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -0.4% | +8.2% | -8.6% | -2.1% |
| 30D | +1.0% | -38.2% | +39.1% | +11.2% |
| 3M | +0.7% | -46.2% | +46.9% | +14.0% |
| 6M | +7.3% | -62.5% | +69.8% | +29.7% |
| YTD | -2.5% | -20.1% | +17.6% | -2.1% |
| 1Y | -10.3% | -29.7% | +19.4% | -7.7% |
| 3Y | +81.1% | +136.2% | -55.1% | +28.8% |
| 5Y | +45.3% | +820.4% | -775.1% | -30.0% |
| All | +291.2% | +827.6% | -536.3% | +67.0% |
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