+887.4%
TSEM vs MOD
+915.9%
-28.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.1% | +6.7% |
| 7D | +6.8% | +8.2% | -1.5% | +4.9% |
| 30D | -26.6% | -38.2% | +11.5% | -16.4% |
| 3M | -36.3% | -46.2% | +9.9% | -24.8% |
| 6M | -30.6% | -62.5% | +32.0% | -10.0% |
| YTD | +35.3% | -20.1% | +55.4% | +48.7% |
| 1Y | +59.2% | -29.7% | +88.9% | +79.2% |
| 3Y | +547.7% | +136.2% | +411.5% | +471.5% |
| 5Y | +337.5% | +820.4% | -482.8% | +194.4% |
| 10Y | +887.4% | +839.8% | +47.6% | +515.0% |
| All | +887.4% | +915.9% | -28.5% | +515.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling