+14.0%
MMM vs TD
+56.3%
-42.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.6% | -3.1% | +0.4% | -1.0% |
| 30D | +17.4% | +6.7% | +10.7% | +14.4% |
| 3M | +3.6% | +3.1% | +0.5% | +2.2% |
| 6M | +33.0% | +17.6% | +15.4% | +21.1% |
| YTD | +19.6% | +34.8% | -15.2% | +0.4% |
| 1Y | +14.0% | +55.6% | -41.6% | -5.0% |
| All | +14.0% | +56.3% | -42.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling