+87.6%
TSEM vs MTUM
+29.9%
+57.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.9% |
| 7D | +4.7% | +4.1% | +0.6% | -3.2% |
| 30D | -14.2% | +0.6% | -14.9% | -14.7% |
| 3M | -5.0% | -0.6% | -4.4% | -0.2% |
| 6M | +87.6% | +25.3% | +62.2% | +27.9% |
| All | +87.6% | +29.9% | +57.7% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling