+72.6%
TEL vs MTUM
+114.7%
-42.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.7% |
| 7D | +1.6% | +0.7% | +0.9% | +1.0% |
| 30D | -0.7% | -2.4% | +1.8% | +1.1% |
| 3M | +2.4% | -3.6% | +6.1% | +4.2% |
| 6M | +4.1% | +23.7% | -19.5% | -14.3% |
| YTD | -5.8% | +22.9% | -28.7% | -22.0% |
| 1Y | +0.9% | +21.8% | -20.9% | -15.7% |
| 3Y | +72.6% | +114.4% | -41.8% | -9.2% |
| All | +72.6% | +114.7% | -42.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 3y: compounded portfolio wealth divided by compounded MTUM 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…
3y analysis · Full analysis span regression · 6 months rolling