+128.3%
MTUM vs TLN
+574.4%
-446.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | -1.3% | +2.1% | +1.0% |
| 30D | -2.4% | -14.3% | +11.9% | +1.0% |
| 3M | -3.6% | -9.3% | +5.7% | -1.7% |
| 6M | +23.7% | -1.1% | +24.8% | +23.1% |
| YTD | +22.9% | -16.6% | +39.5% | +25.8% |
| 1Y | +21.8% | -22.0% | +43.8% | +25.9% |
| 3Y | +114.4% | +470.2% | -355.7% | +44.4% |
| All | +128.3% | +574.4% | -446.1% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling