-33.3%
TSLL vs MTUM
+115.2%
-148.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.7% | -16.4% |
| 7D | +1.9% | +1.7% | +0.2% | -2.7% |
| 30D | +17.8% | -1.7% | +19.4% | +20.9% |
| 3M | -37.0% | -6.3% | -30.7% | -27.3% |
| 6M | -37.7% | +21.8% | -59.5% | -66.3% |
| YTD | -51.4% | +22.0% | -73.4% | -74.1% |
| 1Y | -23.4% | +25.3% | -48.7% | -61.8% |
| All | -33.3% | +115.2% | -148.5% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling