+10.8%
MMM vs TFC
+13.2%
-2.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -1.6% | +2.2% | -3.8% | -2.5% |
| 30D | -8.0% | -2.5% | -5.5% | -7.1% |
| 3M | +9.4% | +4.5% | +4.8% | +7.1% |
| 6M | +10.2% | +11.0% | -0.7% | +5.1% |
| YTD | +6.1% | +5.9% | +0.2% | +2.5% |
| 1Y | +10.8% | +14.6% | -3.8% | +2.2% |
| All | +10.8% | +13.2% | -2.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling