+852.7%
TSEM vs MOD
+822.6%
+30.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +20.5% | +16.1% | +4.4% | +16.0% |
| 30D | -29.0% | -38.5% | +9.6% | -18.9% |
| 3M | -39.4% | -46.8% | +7.5% | -28.1% |
| 6M | -28.5% | -61.6% | +33.1% | -7.9% |
| YTD | +34.4% | -20.5% | +55.0% | +47.9% |
| 1Y | +48.3% | -28.0% | +76.4% | +66.3% |
| 3Y | +543.5% | +134.9% | +408.6% | +468.9% |
| 5Y | +331.4% | +833.2% | -501.7% | +190.0% |
| All | +852.7% | +822.6% | +30.1% | +498.6% |
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 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