+1,779.8%
TSM vs MTUM
+357.8%
+1,421.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | +1.0% | +0.7% | +0.3% | +0.3% |
| 30D | +1.0% | -2.4% | +3.4% | +3.5% |
| 3M | +2.9% | -3.6% | +6.5% | +7.1% |
| 6M | +22.8% | +23.7% | -0.8% | -0.4% |
| YTD | +43.3% | +22.9% | +20.4% | +17.2% |
| 1Y | +69.2% | +21.8% | +47.4% | +40.1% |
| 3Y | +404.5% | +114.4% | +290.1% | +152.9% |
| 5Y | +282.2% | +79.6% | +202.6% | +123.3% |
| All | +1,779.8% | +357.8% | +1,421.9% | +321.5% |
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