+79.1%
MTUM vs TRMB
-39.0%
+118.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.8% |
| 7D | +0.7% | -3.0% | +3.8% | +1.7% |
| 30D | -2.4% | +2.3% | -4.8% | -3.4% |
| 3M | -3.6% | +15.3% | -19.0% | -9.3% |
| 6M | +23.7% | -14.7% | +38.4% | +29.6% |
| YTD | +22.9% | -26.4% | +49.3% | +35.7% |
| 1Y | +21.8% | -30.4% | +52.2% | +37.0% |
| 3Y | +114.4% | +13.5% | +100.9% | +97.0% |
| All | +79.1% | -39.0% | +118.1% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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