+236.4%
TSM vs MOD
+748.9%
-512.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +4.5% |
| 7D | -7.6% | -25.5% | +18.0% | +0.8% |
| 30D | -20.5% | -49.0% | +28.5% | -2.4% |
| 3M | -10.0% | -49.8% | +39.8% | +10.2% |
| 6M | -10.1% | -64.8% | +54.7% | +21.8% |
| YTD | +24.5% | -27.6% | +52.2% | +31.8% |
| 1Y | +31.2% | -35.2% | +66.4% | +42.2% |
| 3Y | +322.0% | +137.1% | +184.8% | +192.3% |
| All | +236.4% | +748.9% | -512.6% | +55.5% |
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