+79.7%
MTUM vs TMF
-88.0%
+167.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.2% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | -0.6% | -11.3% | +10.6% | -0.5% |
| 6M | +25.3% | -22.7% | +48.1% | +25.4% |
| YTD | +23.8% | -17.3% | +41.2% | +23.9% |
| 1Y | +25.4% | -22.5% | +47.9% | +25.5% |
| 3Y | +117.3% | -43.2% | +160.5% | +115.8% |
| 5Y | +79.7% | -88.3% | +168.0% | +59.5% |
| All | +79.7% | -88.0% | +167.6% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling