-10.7%
TEL vs MOD
-33.9%
+23.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.2% | +3.5% |
| 7D | +0.6% | -13.9% | +14.5% | +3.0% |
| 30D | +0.2% | -41.5% | +41.7% | +11.8% |
| 3M | +1.5% | -45.7% | +47.2% | +14.8% |
| 6M | +6.9% | -61.1% | +68.0% | +28.8% |
| YTD | -2.8% | -20.5% | +17.7% | -3.3% |
| All | -10.7% | -33.9% | +23.2% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling