-19.7%
TJX vs MTUM
+23.8%
-43.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.2% |
| 7D | -4.6% | +0.7% | -5.3% | -4.5% |
| 30D | -17.2% | -2.4% | -14.7% | -17.4% |
| 3M | -24.9% | -3.6% | -21.3% | -25.2% |
| 6M | -19.7% | +23.7% | -43.3% | -28.4% |
| All | -19.7% | +23.8% | -43.5% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling