+220.4%
TSEM vs MTUM
+21.2%
+199.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -0.9% |
| 7D | -4.9% | +0.7% | -5.6% | -6.2% |
| 30D | -18.7% | -2.4% | -16.3% | -14.2% |
| 3M | -18.1% | -3.6% | -14.5% | -9.1% |
| 6M | +77.1% | +23.7% | +53.4% | +20.5% |
| YTD | +80.1% | +22.9% | +57.2% | +24.7% |
| 1Y | +220.4% | +21.8% | +198.6% | +128.5% |
| All | +220.4% | +21.2% | +199.2% | +128.5% |
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