+609.5%
MTUM vs TRMB
+108.2%
+501.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | +4.1% | -2.9% | +7.0% | +5.0% |
| 30D | +0.6% | -1.8% | +2.4% | +1.0% |
| 3M | -0.6% | +8.4% | -9.0% | -4.0% |
| 6M | +25.3% | -18.5% | +43.9% | +32.2% |
| YTD | +23.8% | -26.7% | +50.5% | +34.6% |
| 1Y | +25.4% | -28.3% | +53.7% | +37.0% |
| 3Y | +117.3% | +12.6% | +104.7% | +102.7% |
| 5Y | +79.7% | -38.7% | +118.4% | +97.6% |
| 10Y | +359.6% | +120.8% | +238.8% | +256.9% |
| All | +609.5% | +108.2% | +501.3% | +448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling