+10.2%
MTUM vs TSN
+19.9%
-9.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -1.0% |
| 7D | -10.1% | +8.4% | -18.5% | -8.8% |
| 30D | -15.6% | +16.1% | -31.6% | -13.5% |
| 3M | -12.7% | +3.2% | -15.9% | -12.0% |
| 6M | -3.7% | -11.1% | +7.4% | -1.6% |
| YTD | +9.4% | +5.1% | +4.4% | +10.4% |
| 1Y | +10.2% | +19.4% | -9.2% | +7.9% |
| All | +10.2% | +19.9% | -9.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling