-10.6%
TEL vs MOD
-30.7%
+20.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.6% | +16.1% | -10.5% | +2.1% |
| 30D | +0.9% | -38.5% | +39.4% | +11.3% |
| 3M | +2.1% | -46.8% | +48.9% | +16.1% |
| 6M | +2.7% | -61.6% | +64.3% | +24.4% |
| YTD | -3.2% | -20.5% | +17.3% | -4.0% |
| 1Y | -10.6% | -28.0% | +17.4% | -8.9% |
| All | -10.6% | -30.7% | +20.1% | -8.9% |
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