+655.5%
TSEM vs MOD
+300.6%
+354.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.3% | +3.5% | +6.0% |
| 7D | +6.9% | +9.6% | -2.7% | +2.9% |
| 30D | +5.3% | 0.0% | +5.3% | +5.4% |
| 3M | -14.9% | -35.4% | +20.5% | +1.9% |
| 6M | +80.0% | -7.3% | +87.3% | +89.4% |
| YTD | +89.4% | +45.8% | +43.6% | +70.5% |
| 1Y | +253.1% | +43.1% | +209.9% | +216.7% |
| All | +655.5% | +300.6% | +354.9% | +388.8% |
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