+356.2%
TPR vs MTUM
+307.2%
+49.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.6% |
| 7D | -0.3% | +6.6% | -6.9% | -6.0% |
| 30D | +15.1% | -10.8% | +25.9% | +24.9% |
| 3M | +3.5% | -13.8% | +17.3% | +15.0% |
| 6M | +0.4% | -10.7% | +11.1% | +3.9% |
| YTD | +4.6% | +9.1% | -4.5% | -11.8% |
| 1Y | +33.1% | +11.4% | +21.7% | +9.7% |
| 3Y | +396.0% | +88.8% | +307.2% | +133.9% |
| 5Y | +230.3% | +51.7% | +178.6% | +97.2% |
| All | +356.2% | +307.2% | +49.0% | +8.9% |
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