+80.5%
TSEM vs MTUM
+9.7%
+70.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.8% | -4.6% |
| 7D | -23.1% | -10.1% | -13.0% | -3.1% |
| 30D | -40.4% | -15.6% | -24.8% | -13.6% |
| 3M | -37.9% | -12.7% | -25.1% | -14.4% |
| 6M | -30.8% | -3.7% | -27.1% | -19.5% |
| YTD | +26.7% | +9.4% | +17.3% | +13.5% |
| 1Y | +80.5% | +10.2% | +70.2% | +61.1% |
| All | +80.5% | +9.7% | +70.8% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling