-30.4%
TSLL vs MTUM
+11.4%
-41.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.1% |
| 7D | +33.0% | +10.8% | +22.2% | +12.5% |
| 30D | +7.7% | -11.4% | +19.1% | +33.2% |
| 3M | +34.7% | -11.7% | +46.4% | +67.2% |
| 6M | -31.5% | -8.2% | -23.3% | -19.0% |
| YTD | -42.4% | +11.3% | -53.6% | -50.7% |
| All | -30.4% | +11.4% | -41.7% | -42.0% |
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