+78.1%
MMM vs TFC
+77.1%
+1.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +14.4% | +8.6% | +5.8% | +11.0% |
| 3M | +1.8% | -4.3% | +6.1% | +3.5% |
| 6M | +31.3% | +5.4% | +25.9% | +28.3% |
| YTD | +18.0% | +4.5% | +13.5% | +15.5% |
| 1Y | +10.9% | +14.0% | -3.1% | +4.9% |
| 3Y | +160.6% | +93.4% | +67.2% | +100.5% |
| 5Y | +44.5% | +0.5% | +44.0% | +37.1% |
| All | +78.1% | +77.1% | +1.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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