+114.4%
MTUM vs TW
+19.1%
+95.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.7% | -4.5% | +5.2% | +1.1% |
| 30D | -2.4% | -2.3% | -0.2% | -2.3% |
| 3M | -3.6% | +2.6% | -6.2% | -4.5% |
| 6M | +23.7% | -17.5% | +41.2% | +28.1% |
| YTD | +22.9% | -5.3% | +28.2% | +22.6% |
| 1Y | +21.8% | -14.8% | +36.5% | +25.1% |
| 3Y | +114.4% | +18.8% | +95.6% | +104.9% |
| All | +114.4% | +19.1% | +95.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling