-36.7%
TSEM vs MOD
-65.0%
+28.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +0.5% |
| 7D | -17.5% | -25.5% | +8.0% | +1.7% |
| 30D | -44.7% | -49.0% | +4.3% | -8.0% |
| 3M | -38.9% | -49.8% | +10.9% | +2.0% |
| 6M | -36.7% | -64.8% | +28.1% | +38.1% |
| All | -36.7% | -65.0% | +28.3% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling