+159.7%
TRV vs MTUM
+78.7%
+81.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +1.7% | -2.4% | +4.2% | +2.2% |
| 3M | +23.9% | -3.6% | +27.5% | +24.1% |
| 6M | +26.3% | +23.7% | +2.6% | +16.1% |
| YTD | +30.8% | +22.9% | +7.9% | +20.1% |
| 1Y | +36.3% | +21.8% | +14.6% | +25.4% |
| 3Y | +145.0% | +114.4% | +30.6% | +75.6% |
| All | +159.7% | +78.7% | +81.0% | +95.2% |
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 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