+193.2%
MTUM vs TW
+209.8%
-16.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +1.2% | -2.7% | +4.0% | +2.0% |
| 30D | -1.7% | -1.7% | +0.1% | -1.3% |
| 3M | -0.5% | +1.6% | -2.1% | -2.0% |
| 6M | +22.3% | -17.7% | +40.0% | +28.2% |
| YTD | +21.4% | -4.3% | +25.7% | +20.4% |
| 1Y | +20.0% | -13.1% | +33.1% | +22.7% |
| 3Y | +113.0% | +20.3% | +92.7% | +90.8% |
| 5Y | +77.3% | +22.0% | +55.3% | +55.2% |
| All | +193.2% | +209.8% | -16.6% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling