-51.9%
TSLL vs MTUM
+128.9%
-180.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.6% | +4.8% |
| 7D | +5.8% | +4.1% | +1.7% | -4.4% |
| 30D | +21.7% | -0.2% | +21.9% | +20.7% |
| 3M | -28.2% | -1.9% | -26.3% | -26.8% |
| 6M | -29.5% | +28.1% | -57.5% | -64.9% |
| YTD | -47.5% | +23.6% | -71.1% | -71.5% |
| 1Y | -20.8% | +26.1% | -46.9% | -58.5% |
| 3Y | -26.7% | +116.8% | -143.6% | -84.7% |
| All | -51.9% | +128.9% | -180.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling