+621.7%
TSEM vs MTUM
+78.7%
+543.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.1% |
| 7D | -4.9% | +0.7% | -5.6% | -5.7% |
| 30D | -18.7% | -2.4% | -16.3% | -15.8% |
| 3M | -18.1% | -3.6% | -14.5% | -11.6% |
| 6M | +77.1% | +23.7% | +53.4% | +49.6% |
| YTD | +80.1% | +22.9% | +57.2% | +54.4% |
| 1Y | +220.4% | +21.8% | +198.6% | +179.2% |
| 3Y | +650.1% | +114.4% | +535.6% | +335.2% |
| All | +621.7% | +78.7% | +543.0% | +412.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling