-46.0%
TSLL vs MTUM
+9.7%
-55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.0% | -4.4% | -3.1% |
| 7D | -9.4% | -10.1% | +0.7% | +7.2% |
| 30D | +1.6% | -15.6% | +17.1% | +34.1% |
| 3M | +29.4% | -12.7% | +42.1% | +61.2% |
| 6M | -20.1% | -3.7% | -16.4% | -15.4% |
| YTD | -44.5% | +9.4% | -53.9% | -54.2% |
| 1Y | -46.0% | +10.2% | -56.2% | -57.2% |
| All | -46.0% | +9.7% | -55.7% | -57.2% |
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