+77.3%
MTUM vs TAP
-2.6%
+79.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +1.2% | -5.3% | +6.5% | +1.6% |
| 30D | -1.7% | -7.4% | +5.7% | -1.2% |
| 3M | -0.5% | -4.9% | +4.4% | -0.3% |
| 6M | +22.3% | -14.2% | +36.6% | +24.0% |
| YTD | +21.4% | -14.8% | +36.2% | +22.7% |
| 1Y | +20.0% | -18.1% | +38.1% | +22.0% |
| 3Y | +113.0% | -32.7% | +145.7% | +122.9% |
| 5Y | +77.3% | -0.5% | +77.8% | +65.5% |
| All | +77.3% | -2.6% | +79.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling