+307.1%
TPR vs MTUM
+352.0%
-45.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.7% |
| 7D | -5.1% | +1.2% | -6.4% | -6.4% |
| 30D | -27.6% | -1.7% | -25.9% | -26.9% |
| 3M | -17.5% | -0.5% | -17.0% | -20.0% |
| 6M | -21.3% | +22.3% | -43.7% | -38.5% |
| YTD | -8.5% | +21.4% | -29.8% | -28.1% |
| 1Y | +11.5% | +20.0% | -8.6% | -11.3% |
| 3Y | +288.0% | +113.0% | +175.1% | +67.9% |
| 5Y | +225.2% | +77.3% | +147.9% | +71.9% |
| All | +307.1% | +352.0% | -45.0% | -7.2% |
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 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