+125.4%
MTUM vs TLN
+571.8%
-446.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | +1.2% | +2.0% | -0.7% | +0.8% |
| 30D | -1.7% | -12.9% | +11.3% | +1.4% |
| 3M | -0.5% | -7.4% | +7.0% | +1.1% |
| 6M | +22.3% | -6.0% | +28.4% | +23.1% |
| YTD | +21.4% | -16.9% | +38.2% | +24.4% |
| 1Y | +20.0% | -22.6% | +42.7% | +24.3% |
| 3Y | +113.0% | +469.0% | -356.1% | +43.5% |
| All | +125.4% | +571.8% | -446.4% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling