+20.0%
MTUM vs TMF
-25.6%
+45.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.4% |
| 7D | +1.2% | -4.8% | +6.0% | +2.1% |
| 30D | -1.7% | -4.9% | +3.2% | -0.9% |
| 3M | -0.5% | -13.4% | +12.9% | +2.0% |
| 6M | +22.3% | -23.0% | +45.4% | +26.3% |
| YTD | +21.4% | -20.2% | +41.5% | +25.1% |
| 1Y | +20.0% | -26.5% | +46.5% | +24.3% |
| All | +20.0% | -25.6% | +45.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling