+11,237.1%
TSM vs MOD
+265.6%
+10,971.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.3% | -3.5% | -9.0% |
| 7D | -18.2% | -34.2% | +15.9% | -9.9% |
| 30D | -26.8% | -51.9% | +25.1% | -13.1% |
| 3M | -14.5% | -53.0% | +38.6% | +1.6% |
| 6M | -10.0% | -66.4% | +56.3% | +14.9% |
| YTD | +17.1% | -31.5% | +48.7% | +24.3% |
| 1Y | +21.5% | -39.6% | +61.1% | +31.9% |
| 3Y | +300.4% | +116.8% | +183.6% | +208.2% |
| 5Y | +224.7% | +713.8% | -489.1% | +76.4% |
| 10Y | +1,372.7% | +882.7% | +490.0% | +537.0% |
| All | +11,237.1% | +265.6% | +10,971.6% | +4,022.6% |
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