+250.0%
TPR vs MTUM
+599.3%
-349.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -1.6% |
| 7D | -2.3% | +1.7% | -4.0% | -3.8% |
| 30D | -23.0% | -1.7% | -21.3% | -22.2% |
| 3M | -12.5% | -6.3% | -6.1% | -10.1% |
| 6M | -21.4% | +21.8% | -43.3% | -37.6% |
| YTD | -3.5% | +22.0% | -25.5% | -23.8% |
| 1Y | +17.4% | +25.3% | -8.0% | -9.7% |
| 3Y | +291.3% | +112.1% | +179.1% | +76.3% |
| 5Y | +241.9% | +76.2% | +165.7% | +87.0% |
| 10Y | +322.7% | +340.1% | -17.5% | -1.4% |
| All | +250.0% | +599.3% | -349.3% | -43.9% |
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 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