-72.2%
TTD vs MTUM
+26.3%
-98.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.1% |
| 7D | +6.3% | +1.7% | +4.6% | +6.6% |
| 30D | -23.9% | -1.7% | -22.2% | -24.1% |
| 3M | -31.4% | -6.3% | -25.0% | -31.8% |
| 6M | -42.7% | +21.8% | -64.5% | -44.3% |
| YTD | -62.0% | +22.0% | -84.0% | -63.1% |
| 1Y | -72.2% | +25.3% | -97.6% | -69.4% |
| All | -72.2% | +26.3% | -98.5% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling