+218.7%
TPR vs MTUM
+80.5%
+138.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -7.3% | +4.1% | -11.4% | -10.3% |
| 30D | -30.7% | +0.6% | -31.4% | -31.5% |
| 3M | -21.6% | -0.6% | -21.0% | -23.5% |
| 6M | -21.3% | +25.3% | -46.7% | -38.8% |
| YTD | -10.2% | +23.8% | -34.0% | -29.6% |
| 1Y | +9.5% | +25.4% | -15.9% | -15.1% |
| 3Y | +280.8% | +117.3% | +163.5% | +68.7% |
| 5Y | +218.7% | +79.7% | +139.0% | +72.1% |
| All | +218.7% | +80.5% | +138.2% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling