+53.1%
MMM vs TDG
+547.7%
-494.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | -2.1% | -1.9% | -0.3% | -1.6% |
| 30D | -9.8% | -7.7% | -2.1% | -7.8% |
| 3M | +4.9% | -9.3% | +14.3% | +7.7% |
| 6M | +7.3% | -9.4% | +16.7% | +10.0% |
| YTD | +4.5% | -14.3% | +18.7% | +8.3% |
| 1Y | +5.4% | -11.8% | +17.2% | +8.1% |
| 3Y | +98.6% | +52.0% | +46.6% | +73.3% |
| 5Y | +27.4% | +128.8% | -101.5% | -1.9% |
| All | +53.1% | +547.7% | -494.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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