+609.5%
MTUM vs TSN
+193.9%
+415.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +4.1% | -7.3% | +11.4% | +5.4% |
| 30D | +0.6% | -8.6% | +9.3% | +2.1% |
| 3M | -0.6% | -7.5% | +6.9% | +0.3% |
| 6M | +25.3% | -14.1% | +39.5% | +27.9% |
| YTD | +23.8% | -9.4% | +33.2% | +24.9% |
| 1Y | +25.4% | -4.1% | +29.5% | +24.9% |
| 3Y | +117.3% | +10.3% | +106.9% | +107.8% |
| 5Y | +79.7% | -19.7% | +99.4% | +82.3% |
| 10Y | +359.6% | -7.0% | +366.6% | +334.3% |
| All | +609.5% | +193.9% | +415.6% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling