+1,282.5%
TSEM vs MTUM
+357.8%
+924.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.2% |
| 7D | -4.9% | +0.7% | -5.6% | -5.6% |
| 30D | -18.7% | -2.4% | -16.3% | -16.1% |
| 3M | -18.1% | -3.6% | -14.5% | -12.0% |
| 6M | +77.1% | +23.7% | +53.4% | +50.4% |
| YTD | +80.1% | +22.9% | +57.2% | +55.1% |
| 1Y | +220.4% | +21.8% | +198.6% | +180.8% |
| 3Y | +650.1% | +114.4% | +535.6% | +299.3% |
| 5Y | +628.9% | +79.6% | +549.3% | +352.1% |
| All | +1,282.5% | +357.8% | +924.7% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling