+599.3%
MTUM vs TMF
-79.8%
+679.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | +1.7% | -1.4% | +3.2% | +1.6% |
| 30D | -1.7% | -2.8% | +1.2% | -1.8% |
| 3M | -6.3% | -10.9% | +4.6% | -7.0% |
| 6M | +21.8% | -21.3% | +43.2% | +20.0% |
| YTD | +22.0% | -15.9% | +37.9% | +20.8% |
| 1Y | +25.3% | -15.7% | +41.1% | +24.2% |
| 3Y | +112.1% | -43.4% | +155.5% | +106.0% |
| 5Y | +76.2% | -87.8% | +164.0% | +48.9% |
| 10Y | +340.1% | -86.7% | +426.9% | +291.0% |
| All | +599.3% | -79.8% | +679.1% | +549.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling