+391.0%
MMM vs TDG
+13,063.4%
-12,672.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -8.0% | -6.5% | -1.5% | -6.1% |
| 3M | +9.4% | -5.1% | +14.4% | +10.9% |
| 6M | +10.2% | -11.5% | +21.8% | +14.1% |
| YTD | +6.1% | -13.9% | +20.0% | +10.2% |
| 1Y | +10.8% | -11.5% | +22.2% | +13.9% |
| 3Y | +104.8% | +53.7% | +51.1% | +75.0% |
| 5Y | +27.0% | +135.5% | -108.5% | -6.6% |
| 10Y | +53.8% | +535.2% | -481.4% | -25.2% |
| All | +391.0% | +13,063.4% | -12,672.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling