+79.1%
MTUM vs TSN
-17.2%
+96.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.7% | +3.0% | -2.3% | +0.5% |
| 30D | -2.4% | -4.2% | +1.7% | -2.1% |
| 3M | -3.6% | -3.9% | +0.2% | -3.6% |
| 6M | +23.7% | -9.8% | +33.5% | +24.3% |
| YTD | +22.9% | -7.3% | +30.2% | +23.0% |
| 1Y | +21.8% | -2.2% | +24.0% | +20.9% |
| 3Y | +114.4% | +11.9% | +102.6% | +105.5% |
| All | +79.1% | -17.2% | +96.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling