+486.5%
TRV vs MTUM
+595.4%
-108.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | -1.8% | -1.7% | -0.1% | -1.2% |
| 3M | +21.6% | -0.5% | +22.0% | +19.8% |
| 6M | +22.5% | +22.3% | +0.1% | +7.0% |
| YTD | +28.1% | +21.4% | +6.8% | +11.9% |
| 1Y | +37.0% | +20.0% | +17.0% | +20.0% |
| 3Y | +141.9% | +113.0% | +28.9% | +47.1% |
| 5Y | +158.5% | +77.3% | +81.2% | +73.4% |
| 10Y | +297.5% | +350.5% | -52.9% | +35.0% |
| All | +486.5% | +595.4% | -108.9% | +42.7% |
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