+282.6%
TPR vs MTUM
+116.3%
+166.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -7.3% | +4.1% | -11.4% | -9.7% |
| 30D | -30.7% | +0.6% | -31.4% | -31.3% |
| 3M | -21.6% | -0.6% | -21.0% | -23.2% |
| 6M | -21.3% | +25.3% | -46.7% | -36.8% |
| YTD | -10.2% | +23.8% | -34.0% | -27.3% |
| 1Y | +9.5% | +25.4% | -15.9% | -12.1% |
| All | +282.6% | +116.3% | +166.3% | +120.5% |
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