+3,191.3%
TSEM vs MTUM
+609.5%
+2,581.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | +4.7% | +4.1% | +0.6% | +0.2% |
| 30D | -14.2% | +0.6% | -14.9% | -14.4% |
| 3M | -5.0% | -0.6% | -4.4% | -1.0% |
| 6M | +87.6% | +25.3% | +62.2% | +56.2% |
| YTD | +84.4% | +23.8% | +60.6% | +56.8% |
| 1Y | +235.4% | +25.4% | +210.0% | +184.3% |
| 3Y | +668.0% | +117.3% | +550.7% | +291.5% |
| 5Y | +644.7% | +79.7% | +565.1% | +349.2% |
| 10Y | +1,326.7% | +359.6% | +967.1% | +204.1% |
| All | +3,191.3% | +609.5% | +2,581.9% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling