+294.7%
TEL vs MOD
+1,005.7%
-711.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.2% | +3.5% |
| 7D | +0.6% | -13.9% | +14.5% | +3.2% |
| 30D | +0.2% | -41.5% | +41.7% | +11.7% |
| 3M | +1.5% | -45.7% | +47.2% | +14.6% |
| 6M | +6.9% | -61.1% | +68.0% | +28.1% |
| YTD | -2.8% | -20.5% | +17.7% | -2.2% |
| 1Y | -8.8% | -32.1% | +23.3% | -5.4% |
| 3Y | +84.3% | +146.5% | -62.2% | +29.9% |
| 5Y | +46.8% | +812.7% | -765.9% | -28.9% |
| 10Y | +294.7% | +966.8% | -672.1% | +69.6% |
| All | +294.7% | +1,005.7% | -711.0% | +69.6% |
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 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