+88.9%
TEM vs MOD
+4.0%
+85.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +6.0% |
| 7D | +5.3% | -25.5% | +30.9% | +15.3% |
| 30D | +8.1% | -49.0% | +57.1% | +34.8% |
| 3M | +64.9% | -49.8% | +114.7% | +104.5% |
| 6M | +42.1% | -64.8% | +106.9% | +94.3% |
| YTD | +28.8% | -27.6% | +56.4% | +24.9% |
| 1Y | +5.5% | -35.2% | +40.7% | +6.0% |
| All | +88.9% | +4.0% | +85.0% | +64.9% |
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