+349.5%
MTUM vs TRGP
+863.3%
-513.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | +8.0% | -10.5% | -3.8% |
| 3M | -3.6% | +8.3% | -11.9% | -5.2% |
| 6M | +23.7% | +23.9% | -0.2% | +18.6% |
| YTD | +22.9% | +59.6% | -36.7% | +12.8% |
| 1Y | +21.8% | +79.4% | -57.7% | +9.2% |
| 3Y | +114.4% | +269.4% | -155.0% | +70.8% |
| 5Y | +79.6% | +641.6% | -562.1% | +28.6% |
| All | +349.5% | +863.3% | -513.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling