+60.5%
TEM vs MOD
+109.5%
-48.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.6% |
| 7D | +0.9% | +9.6% | -8.7% | -2.4% |
| 30D | +38.4% | 0.0% | +38.3% | +38.1% |
| 3M | +23.7% | -35.4% | +59.0% | +42.3% |
| 6M | +26.0% | -7.3% | +33.3% | +22.0% |
| YTD | +9.4% | +45.8% | -36.4% | -15.0% |
| 1Y | -17.3% | +43.1% | -60.4% | -36.8% |
| All | +60.5% | +109.5% | -48.9% | +12.3% |
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