+145.9%
TT vs MTUM
+74.9%
+70.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.5% |
| 7D | -1.0% | +1.2% | -2.2% | -1.9% |
| 30D | -8.9% | -1.7% | -7.2% | -7.9% |
| 3M | -1.8% | -0.5% | -1.4% | -2.4% |
| 6M | +1.9% | +22.3% | -20.5% | -14.6% |
| YTD | +13.8% | +21.4% | -7.5% | -4.2% |
| 1Y | +6.1% | +20.0% | -13.9% | -10.0% |
| 3Y | +119.6% | +113.0% | +6.6% | +16.5% |
| 5Y | +145.9% | +77.3% | +68.6% | +42.0% |
| All | +145.9% | +74.9% | +70.9% | +42.0% |
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