+114.4%
MTUM vs TNA
+101.9%
+12.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.7% | -7.3% | +8.0% | +2.6% |
| 30D | -2.4% | -14.2% | +11.7% | +1.2% |
| 3M | -3.6% | -4.6% | +0.9% | -2.6% |
| 6M | +23.7% | +36.9% | -13.3% | +14.3% |
| YTD | +22.9% | +42.5% | -19.6% | +12.3% |
| 1Y | +21.8% | +45.8% | -24.0% | +9.7% |
| 3Y | +114.4% | +104.7% | +9.8% | +73.0% |
| All | +114.4% | +101.9% | +12.6% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling