+273.0%
TSEM vs MOD
+748.9%
-475.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +2.8% |
| 7D | -17.5% | -25.5% | +8.0% | -8.8% |
| 30D | -44.7% | -49.0% | +4.3% | -30.2% |
| 3M | -38.9% | -49.8% | +10.9% | -22.5% |
| 6M | -36.7% | -64.8% | +28.1% | -9.9% |
| YTD | +17.0% | -27.6% | +44.6% | +37.7% |
| 1Y | +62.8% | -35.2% | +98.0% | +96.3% |
| 3Y | +471.3% | +137.1% | +334.2% | +442.5% |
| All | +273.0% | +748.9% | -475.9% | +205.9% |
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