-52.0%
TSLL vs MTUM
+129.3%
-181.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.7% |
| 7D | +5.1% | +4.1% | +1.0% | -5.1% |
| 30D | +20.0% | +0.6% | +19.3% | +16.6% |
| 3M | -23.8% | -0.6% | -23.1% | -24.9% |
| 6M | -30.3% | +25.3% | -55.6% | -63.1% |
| YTD | -47.7% | +23.8% | -71.5% | -71.7% |
| 1Y | -21.2% | +25.4% | -46.6% | -57.9% |
| 3Y | -26.9% | +117.3% | -144.1% | -84.8% |
| All | -52.0% | +129.3% | -181.4% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling