+5.4%
TEM vs MOD
-6.2%
+11.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +27.9% | -33.5% | -10.0% |
| 7D | -5.9% | +40.4% | -46.3% | -11.8% |
| 30D | +4.8% | -14.0% | +18.8% | +6.5% |
| 3M | +31.9% | -33.3% | +65.2% | +39.0% |
| 6M | +56.0% | -51.4% | +107.4% | +71.0% |
| YTD | +21.3% | +1.6% | +19.6% | +15.0% |
| 1Y | +5.4% | +5.4% | 0.0% | -2.0% |
| All | +5.4% | -6.2% | +11.6% | -2.0% |
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