+520.8%
TSEM vs MOD
+145.3%
+375.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.9% | +1.0% | +6.3% |
| 7D | -2.0% | -13.9% | +12.0% | +4.5% |
| 30D | -33.4% | -41.5% | +8.1% | -15.2% |
| 3M | -39.7% | -45.7% | +6.0% | -20.8% |
| 6M | -27.8% | -61.1% | +33.3% | +9.4% |
| YTD | +29.7% | -20.5% | +50.2% | +52.2% |
| 1Y | +81.1% | -32.1% | +113.3% | +123.1% |
| All | +520.8% | +145.3% | +375.6% | +362.0% |
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