+75.0%
TEM vs MOD
-1.7%
+76.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.3% | +0.4% | -4.3% |
| 7D | -9.5% | -34.2% | +24.6% | +3.4% |
| 30D | -2.2% | -51.9% | +49.7% | +24.4% |
| 3M | +50.8% | -53.0% | +103.9% | +91.3% |
| 6M | +30.3% | -66.4% | +96.6% | +80.7% |
| YTD | +19.3% | -31.5% | +50.8% | +17.8% |
| 1Y | -14.4% | -39.6% | +25.2% | -11.7% |
| All | +75.0% | -1.7% | +76.6% | +55.6% |
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