+677.7%
TEL vs MOD
+361.2%
+316.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -1.1% |
| 7D | -2.8% | -25.5% | +22.7% | +3.6% |
| 30D | -4.1% | -49.0% | +44.9% | +11.9% |
| 3M | -3.4% | -49.8% | +46.4% | +12.6% |
| 6M | -3.5% | -64.8% | +61.3% | +20.7% |
| YTD | -8.0% | -27.6% | +19.6% | -5.5% |
| 1Y | -13.7% | -35.2% | +21.5% | -9.4% |
| 3Y | +71.9% | +137.1% | -65.2% | +18.2% |
| 5Y | +40.9% | +760.3% | -719.4% | -34.6% |
| 10Y | +293.3% | +938.8% | -645.5% | +44.2% |
| All | +677.7% | +361.2% | +316.5% | +147.1% |
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