+398.4%
TSM vs MTUM
+112.0%
+286.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | +0.8% |
| 7D | +2.6% | +1.2% | +1.4% | +1.1% |
| 30D | +1.4% | -1.7% | +3.1% | +3.5% |
| 3M | +5.0% | -0.5% | +5.4% | +5.1% |
| 6M | +24.0% | +22.3% | +1.6% | -5.9% |
| YTD | +41.6% | +21.4% | +20.2% | +8.6% |
| 1Y | +66.2% | +20.0% | +46.1% | +29.8% |
| All | +398.4% | +112.0% | +286.4% | +92.5% |
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 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