+114.4%
MTUM vs TXG
+43.8%
+70.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.9% |
| 7D | +0.7% | +9.5% | -8.8% | -0.4% |
| 30D | -2.4% | +18.8% | -21.2% | -4.5% |
| 3M | -3.6% | +136.1% | -139.8% | -13.5% |
| 6M | +23.7% | +235.2% | -211.6% | +6.2% |
| YTD | +22.9% | +320.5% | -297.6% | +2.6% |
| 1Y | +21.8% | +425.2% | -403.4% | -1.6% |
| 3Y | +114.4% | +42.9% | +71.6% | +85.5% |
| All | +114.4% | +43.8% | +70.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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