+471.3%
TSEM vs MOD
+129.2%
+342.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +2.2% |
| 7D | -17.5% | -25.5% | +8.0% | -6.1% |
| 30D | -44.7% | -49.0% | +4.3% | -25.1% |
| 3M | -38.9% | -49.8% | +10.9% | -16.8% |
| 6M | -36.7% | -64.8% | +28.1% | +0.2% |
| YTD | +17.0% | -27.6% | +44.6% | +43.1% |
| 1Y | +62.8% | -35.2% | +98.0% | +105.6% |
| 3Y | +471.3% | +137.1% | +334.2% | +331.0% |
| All | +471.3% | +129.2% | +342.1% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling