-6.1%
TDG vs MTUM
+1.2%
-7.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +6.0% | -0.9% |
| 7D | +1.1% | -16.1% | +17.2% | +4.1% |
| 30D | +7.8% | -22.8% | +30.6% | +12.8% |
| 3M | -5.2% | -19.1% | +13.8% | -1.8% |
| 6M | -0.2% | -13.7% | +13.5% | -1.1% |
| YTD | -10.6% | +0.4% | -11.0% | -17.0% |
| 1Y | -6.1% | +0.8% | -6.9% | -12.7% |
| All | -6.1% | +1.2% | -7.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling