+279.5%
TPR vs MTUM
+525.0%
-245.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +1.5% |
| 7D | -0.3% | +6.6% | -6.9% | -5.9% |
| 30D | +15.1% | -10.8% | +25.9% | +24.7% |
| 3M | +3.5% | -13.8% | +17.3% | +14.8% |
| 6M | +0.4% | -10.7% | +11.1% | +4.0% |
| YTD | +4.6% | +9.1% | -4.5% | -11.1% |
| 1Y | +33.1% | +11.4% | +21.7% | +10.6% |
| 3Y | +396.0% | +88.8% | +307.2% | +142.1% |
| 5Y | +230.3% | +51.7% | +178.6% | +101.6% |
| 10Y | +368.4% | +307.9% | +60.5% | +14.5% |
| All | +279.5% | +525.0% | -245.6% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling