+17.6%
TEM vs MOD
-33.9%
+51.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.9% | +1.2% | +9.0% |
| 7D | +7.6% | -13.9% | +21.5% | +9.9% |
| 30D | +19.0% | -41.5% | +60.6% | +30.0% |
| 3M | +62.2% | -45.7% | +108.0% | +78.5% |
| 6M | +69.4% | -61.1% | +130.5% | +94.7% |
| YTD | +43.0% | -20.5% | +63.5% | +41.4% |
| All | +17.6% | -33.9% | +51.5% | +23.4% |
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 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