+1,581.4%
TDG vs MTUM
+604.3%
+977.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.5% |
| YTD | -14.3% | +22.9% | -37.2% | -30.3% |
| 1Y | -11.8% | +21.8% | -33.6% | -28.1% |
| 3Y | +52.0% | +114.4% | -62.5% | -25.8% |
| 5Y | +128.8% | +79.6% | +49.3% | +30.2% |
| 10Y | +543.8% | +356.2% | +187.6% | +65.0% |
| All | +1,581.4% | +604.3% | +977.1% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling