-52.1%
TSLL vs MTUM
+98.7%
-150.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | -0.6% |
| 7D | -14.3% | -2.8% | -11.5% | -6.1% |
| 30D | -6.2% | -16.4% | +10.3% | +46.2% |
| 3M | +21.2% | -13.4% | +34.5% | +71.0% |
| 6M | -36.6% | -11.1% | -25.5% | -17.0% |
| YTD | -47.8% | +7.3% | -55.1% | -59.6% |
| 1Y | -45.2% | +8.5% | -53.7% | -58.6% |
| 3Y | -3.3% | +89.5% | -92.8% | -71.9% |
| All | -52.1% | +98.7% | -150.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling