+595.4%
MTUM vs TCOM
+272.8%
+322.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | +1.2% | -6.5% | +7.8% | +2.2% |
| 30D | -1.7% | -16.2% | +14.6% | +0.7% |
| 3M | -0.5% | -19.3% | +18.9% | +2.1% |
| 6M | +22.3% | -27.2% | +49.6% | +27.4% |
| YTD | +21.4% | -46.2% | +67.5% | +31.5% |
| 1Y | +20.0% | -46.6% | +66.6% | +30.1% |
| 3Y | +113.0% | +8.4% | +104.6% | +103.6% |
| 5Y | +77.3% | +25.8% | +51.5% | +58.4% |
| 10Y | +350.5% | -11.9% | +362.4% | +301.6% |
| All | +595.4% | +272.8% | +322.5% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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