+46.6%
TEM vs MTUM
+61.2%
-14.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.5% |
| 7D | -8.7% | +0.7% | -9.4% | -9.7% |
| 30D | +8.1% | -2.4% | +10.5% | +11.7% |
| 3M | +19.0% | -3.6% | +22.6% | +20.8% |
| 6M | +12.0% | +23.7% | -11.6% | -31.8% |
| YTD | -0.1% | +22.9% | -23.0% | -38.9% |
| 1Y | -33.5% | +21.8% | -55.3% | -58.3% |
| All | +46.6% | +61.2% | -14.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling