+608.1%
MTUM vs TAP
+8.8%
+599.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | +4.1% | -2.3% | +6.4% | +4.5% |
| 30D | -0.2% | -9.4% | +9.2% | +1.5% |
| 3M | -1.9% | -0.8% | -1.1% | -2.4% |
| 6M | +28.1% | -14.7% | +42.8% | +31.3% |
| YTD | +23.6% | -13.9% | +37.5% | +25.9% |
| 1Y | +26.1% | -18.6% | +44.8% | +29.8% |
| 3Y | +116.8% | -32.0% | +148.9% | +129.6% |
| 5Y | +80.0% | -1.0% | +81.0% | +71.3% |
| 10Y | +346.4% | -51.4% | +397.8% | +379.8% |
| All | +608.1% | +8.8% | +599.3% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling