+604.3%
MTUM vs TNA
+262.5%
+341.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.7% | -7.3% | +8.0% | +2.5% |
| 30D | -2.4% | -14.2% | +11.7% | +1.1% |
| 3M | -3.6% | -4.6% | +0.9% | -2.7% |
| 6M | +23.7% | +36.9% | -13.3% | +14.2% |
| YTD | +22.9% | +42.5% | -19.6% | +11.9% |
| 1Y | +21.8% | +45.8% | -24.0% | +9.3% |
| 3Y | +114.4% | +104.7% | +9.8% | +63.9% |
| 5Y | +79.6% | -21.7% | +101.3% | +56.7% |
| 10Y | +356.2% | +83.8% | +272.4% | +156.9% |
| All | +604.3% | +262.5% | +341.8% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling