+79.1%
MTUM vs TD
+125.7%
-46.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +0.7% | -0.5% | +1.3% | +1.0% |
| 30D | -2.4% | -1.9% | -0.5% | -1.6% |
| 3M | -3.6% | +4.8% | -8.4% | -6.0% |
| 6M | +23.7% | +28.0% | -4.3% | +9.4% |
| YTD | +22.9% | +30.3% | -7.4% | +7.8% |
| 1Y | +21.8% | +59.8% | -38.0% | -3.1% |
| 3Y | +114.4% | +124.7% | -10.2% | +42.8% |
| All | +79.1% | +125.7% | -46.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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