+604.3%
MTUM vs TKO
+2,659.4%
-2,055.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | +2.3% | -1.6% | +0.4% |
| 30D | -2.4% | -2.5% | 0.0% | -2.2% |
| 3M | -3.6% | -10.6% | +7.0% | -2.4% |
| 6M | +23.7% | -5.1% | +28.7% | +24.0% |
| YTD | +22.9% | -8.2% | +31.1% | +23.6% |
| 1Y | +21.8% | -4.4% | +26.2% | +21.6% |
| 3Y | +114.4% | +100.4% | +14.1% | +90.1% |
| 5Y | +79.6% | +294.3% | -214.7% | +42.9% |
| 10Y | +356.2% | +983.2% | -626.9% | +223.7% |
| All | +604.3% | +2,659.4% | -2,055.1% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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