+365.8%
TTD vs MTUM
+351.7%
+14.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -4.5% |
| 7D | +1.7% | +4.1% | -2.4% | -3.7% |
| 30D | +1.6% | -0.2% | +1.8% | +1.1% |
| 3M | -27.8% | -1.9% | -25.9% | -30.8% |
| 6M | -52.1% | +28.1% | -80.2% | -70.4% |
| YTD | -63.1% | +23.6% | -86.6% | -76.2% |
| 1Y | -73.1% | +26.1% | -99.2% | -83.4% |
| 3Y | -83.3% | +116.8% | -200.1% | -95.8% |
| 5Y | -80.6% | +80.0% | -160.6% | -92.8% |
| All | +365.8% | +351.7% | +14.1% | -51.1% |
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