+27.0%
MMM vs TD
+123.5%
-96.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | -8.0% | -0.7% | -7.4% | -7.8% |
| 3M | +9.4% | +6.3% | +3.1% | +5.7% |
| 6M | +10.2% | +27.9% | -17.7% | -3.1% |
| YTD | +6.1% | +29.8% | -23.7% | -7.5% |
| 1Y | +10.8% | +63.7% | -52.9% | -14.1% |
| 3Y | +104.8% | +128.3% | -23.5% | +32.0% |
| 5Y | +27.0% | +125.5% | -98.5% | -17.6% |
| All | +27.0% | +123.5% | -96.5% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling