+683.8%
TEL vs MOD
+833.6%
-149.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | +3.0% | +9.6% | -6.6% | +0.6% |
| 30D | -3.9% | 0.0% | -3.9% | -4.0% |
| 3M | -5.1% | -35.4% | +30.3% | +4.4% |
| 6M | +0.6% | -7.3% | +7.9% | 0.0% |
| YTD | -7.3% | +45.8% | -53.1% | -18.5% |
| 1Y | +1.1% | +43.1% | -42.0% | -11.7% |
| 3Y | +63.7% | +297.7% | -234.0% | +0.3% |
| 5Y | +50.7% | +1,478.8% | -1,428.1% | -38.9% |
| 10Y | +290.2% | +1,633.4% | -1,343.2% | +28.2% |
| All | +683.8% | +833.6% | -149.8% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling