-34.4%
TSEM vs MOD
+360.5%
-394.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -7.3% | -4.7% | -10.2% |
| 7D | -30.3% | -34.2% | +3.9% | -22.9% |
| 30D | -49.3% | -51.9% | +2.6% | -39.5% |
| 3M | -38.0% | -53.0% | +15.1% | -25.5% |
| 6M | -41.9% | -66.4% | +24.4% | -24.3% |
| YTD | +11.6% | -31.5% | +43.1% | +24.0% |
| 1Y | +50.5% | -39.6% | +90.0% | +71.2% |
| 3Y | +445.3% | +116.8% | +328.5% | +356.1% |
| 5Y | +272.2% | +713.8% | -441.6% | +122.4% |
| 10Y | +748.9% | +882.7% | -133.8% | +315.0% |
| All | -34.4% | +360.5% | -394.9% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling