+183.8%
TFC vs MTUM
+609.5%
-425.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.3% | +4.1% | -5.4% | -4.2% |
| 30D | -2.3% | +0.6% | -3.0% | -3.0% |
| 3M | +2.5% | -0.6% | +3.1% | +0.6% |
| 6M | +9.5% | +25.3% | -15.9% | -11.7% |
| YTD | +5.1% | +23.8% | -18.8% | -14.7% |
| 1Y | +15.5% | +25.4% | -9.9% | -7.5% |
| 3Y | +95.2% | +117.3% | -22.1% | -2.0% |
| 5Y | +14.5% | +79.7% | -65.2% | -33.1% |
| 10Y | +97.2% | +359.6% | -262.4% | -49.3% |
| All | +183.8% | +609.5% | -425.7% | -46.0% |
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