+79.1%
MTUM vs TRI
-10.0%
+89.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +0.7% | -7.9% | +8.6% | +1.5% |
| 30D | -2.4% | -4.5% | +2.1% | -2.2% |
| 3M | -3.6% | +22.1% | -25.7% | -7.8% |
| 6M | +23.7% | -2.8% | +26.4% | +24.1% |
| YTD | +22.9% | -23.4% | +46.3% | +34.0% |
| 1Y | +21.8% | -41.5% | +63.3% | +48.6% |
| 3Y | +114.4% | -19.2% | +133.7% | +114.1% |
| All | +79.1% | -10.0% | +89.2% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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