+917.7%
TT vs MTUM
+357.8%
+559.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.7% |
| 30D | -7.3% | -2.4% | -4.9% | -5.7% |
| 3M | -3.6% | -3.6% | 0.0% | -1.7% |
| 6M | +2.8% | +23.7% | -20.9% | -13.5% |
| YTD | +14.5% | +22.9% | -8.4% | -3.4% |
| 1Y | +7.4% | +21.8% | -14.3% | -8.8% |
| 3Y | +116.2% | +114.4% | +1.8% | +19.8% |
| 5Y | +147.4% | +79.6% | +67.8% | +54.5% |
| All | +917.7% | +357.8% | +559.9% | +190.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling