+1,124.0%
TTMI vs MTUM
+357.8%
+766.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.0% |
| 7D | +0.7% | +0.7% | 0.0% | -0.1% |
| 30D | -8.4% | -2.4% | -6.0% | -5.3% |
| 3M | -32.5% | -3.6% | -28.8% | -27.6% |
| 6M | +32.5% | +23.7% | +8.8% | +13.1% |
| YTD | +83.2% | +22.9% | +60.3% | +59.1% |
| 1Y | +161.7% | +21.8% | +139.9% | +132.5% |
| 3Y | +890.1% | +114.4% | +775.7% | +446.2% |
| 5Y | +832.4% | +79.6% | +752.9% | +488.8% |
| All | +1,124.0% | +357.8% | +766.2% | +245.3% |
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