+48.2%
TSEM vs MOD
-6.2%
+54.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +27.9% | -34.8% | -21.7% |
| 7D | +7.0% | +40.4% | -33.5% | -15.0% |
| 30D | -29.8% | -14.0% | -15.8% | -24.6% |
| 3M | -41.9% | -33.3% | -8.6% | -27.6% |
| 6M | -45.8% | -51.4% | +5.7% | -19.5% |
| YTD | +25.1% | +1.6% | +23.5% | +49.0% |
| 1Y | +48.2% | +5.4% | +42.9% | +73.0% |
| All | +48.2% | -6.2% | +54.4% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling