+537.0%
TDG vs MTUM
+357.8%
+179.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.2% |
| 7D | -1.9% | +0.7% | -2.6% | -2.5% |
| 30D | -7.7% | -2.4% | -5.3% | -6.1% |
| 3M | -9.3% | -3.6% | -5.7% | -8.6% |
| 6M | -9.4% | +23.7% | -33.0% | -26.7% |
| YTD | -14.3% | +22.9% | -37.2% | -30.6% |
| 1Y | -11.8% | +21.8% | -33.6% | -28.4% |
| 3Y | +52.0% | +114.4% | -62.5% | -27.2% |
| 5Y | +128.8% | +79.6% | +49.3% | +28.2% |
| All | +537.0% | +357.8% | +179.1% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling