+66.5%
TEL vs MOD
+300.6%
-234.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.2% |
| 7D | +3.0% | +9.6% | -6.6% | +1.1% |
| 30D | -3.9% | 0.0% | -3.9% | -4.0% |
| 3M | -5.1% | -35.4% | +30.3% | +2.4% |
| 6M | +0.6% | -7.3% | +7.9% | +0.4% |
| YTD | -7.3% | +45.8% | -53.1% | -15.5% |
| 1Y | +1.1% | +43.1% | -42.0% | -8.0% |
| All | +66.5% | +300.6% | -234.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling