-83.4%
TTD vs MTUM
+114.7%
-198.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +1.9% |
| 7D | -0.6% | +0.7% | -1.3% | -1.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.6% |
| 3M | -24.1% | -3.6% | -20.5% | -24.4% |
| 6M | -47.4% | +23.7% | -71.1% | -59.4% |
| YTD | -62.2% | +22.9% | -85.1% | -70.9% |
| 1Y | -68.3% | +21.8% | -90.1% | -75.4% |
| 3Y | -83.4% | +114.4% | -197.9% | -93.9% |
| All | -83.4% | +114.7% | -198.2% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling