+592.8%
TEL vs MTUM
+604.3%
-11.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.5% |
| 7D | +1.6% | +0.7% | +0.9% | +0.9% |
| 30D | -0.7% | -2.4% | +1.8% | +1.4% |
| 3M | +2.4% | -3.6% | +6.1% | +4.3% |
| 6M | +4.1% | +23.7% | -19.5% | -15.3% |
| YTD | -5.8% | +22.9% | -28.7% | -22.9% |
| 1Y | +0.9% | +21.8% | -20.9% | -16.6% |
| 3Y | +72.6% | +114.4% | -41.8% | -14.6% |
| 5Y | +57.5% | +79.6% | -22.0% | -8.9% |
| 10Y | +313.6% | +356.2% | -42.6% | -1.4% |
| All | +592.8% | +604.3% | -11.5% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling