+786.5%
TSEM vs MOD
+1,079.7%
-293.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +27.9% | -34.8% | -14.2% |
| 7D | +7.0% | +40.4% | -33.5% | -3.7% |
| 30D | -29.8% | -14.0% | -15.8% | -27.8% |
| 3M | -41.9% | -33.3% | -8.6% | -36.2% |
| 6M | -45.8% | -51.4% | +5.7% | -35.4% |
| YTD | +25.1% | +1.6% | +23.5% | +26.9% |
| 1Y | +48.2% | +5.4% | +42.9% | +49.0% |
| 3Y | +476.5% | +191.0% | +285.5% | +372.0% |
| 5Y | +301.4% | +1,093.1% | -791.7% | +148.7% |
| All | +786.5% | +1,079.7% | -293.2% | +413.4% |
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