+11.3%
TSEM vs MOD
+915.7%
-904.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.3% | +3.5% | +6.8% |
| 7D | +6.9% | +9.6% | -2.7% | +4.6% |
| 30D | +5.3% | 0.0% | +5.3% | +5.4% |
| 3M | -14.9% | -35.4% | +20.5% | -5.2% |
| 6M | +80.0% | -7.3% | +87.3% | +85.4% |
| YTD | +89.4% | +45.8% | +43.6% | +75.4% |
| 1Y | +253.1% | +43.1% | +209.9% | +226.8% |
| 3Y | +642.1% | +297.7% | +344.5% | +430.7% |
| 5Y | +659.1% | +1,478.8% | -819.7% | +284.5% |
| 10Y | +1,291.4% | +1,633.4% | -342.0% | +489.4% |
| All | +11.3% | +915.7% | -904.4% | -60.4% |
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