+51.2%
MMM vs TD
+303.5%
-252.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | -3.2% | -2.6% | -0.7% | -1.9% |
| 30D | -10.7% | -1.0% | -9.7% | -10.3% |
| 3M | +4.3% | +5.6% | -1.3% | +0.9% |
| 6M | +5.9% | +27.1% | -21.2% | -7.5% |
| YTD | +3.2% | +29.4% | -26.2% | -10.8% |
| 1Y | +8.0% | +60.7% | -52.7% | -17.2% |
| 3Y | +99.1% | +127.6% | -28.5% | +24.3% |
| 5Y | +25.7% | +125.4% | -99.7% | -22.2% |
| All | +51.2% | +303.5% | -252.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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