+3,334.4%
TSM vs MTUM
+609.5%
+2,724.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +4.8% | +4.1% | +0.7% | +0.8% |
| 30D | +4.0% | +0.6% | +3.4% | +3.4% |
| 3M | +2.0% | -0.6% | +2.6% | +2.9% |
| 6M | +25.5% | +25.3% | +0.1% | +1.3% |
| YTD | +44.0% | +23.8% | +20.2% | +17.9% |
| 1Y | +75.4% | +25.4% | +50.0% | +42.5% |
| 3Y | +406.7% | +117.3% | +289.5% | +157.8% |
| 5Y | +285.0% | +79.7% | +205.3% | +129.7% |
| 10Y | +1,815.4% | +359.6% | +1,455.8% | +433.0% |
| All | +3,334.4% | +609.5% | +2,724.9% | +637.3% |
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