+349.5%
MTUM vs TAP
-49.9%
+399.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.7% | -3.9% | +4.6% | +1.4% |
| 30D | -2.4% | -5.3% | +2.8% | -1.7% |
| 3M | -3.6% | -3.8% | +0.1% | -3.5% |
| 6M | +23.7% | -11.4% | +35.0% | +25.5% |
| YTD | +22.9% | -13.7% | +36.7% | +25.0% |
| 1Y | +21.8% | -17.2% | +38.9% | +24.6% |
| 3Y | +114.4% | -33.1% | +147.5% | +127.2% |
| 5Y | +79.6% | +0.8% | +78.8% | +70.4% |
| All | +349.5% | -49.9% | +399.4% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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