+337.5%
TSEM vs MOD
+818.0%
-480.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.1% | +6.4% |
| 7D | +6.8% | +8.2% | -1.5% | +4.2% |
| 30D | -26.6% | -38.2% | +11.5% | -13.3% |
| 3M | -36.3% | -46.2% | +9.9% | -21.2% |
| 6M | -30.6% | -62.5% | +32.0% | -3.6% |
| YTD | +35.3% | -20.1% | +55.4% | +54.2% |
| 1Y | +59.2% | -29.7% | +88.9% | +86.6% |
| 3Y | +547.7% | +136.2% | +411.5% | +502.3% |
| 5Y | +337.5% | +820.4% | -482.8% | +253.5% |
| All | +337.5% | +818.0% | -480.4% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling