+43.4%
MMM vs TFC
+1.3%
+42.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -0.4% | +2.3% | -2.6% | -1.3% |
| 30D | +12.1% | +10.8% | +1.3% | +7.7% |
| 3M | +1.4% | -3.8% | +5.2% | +3.0% |
| 6M | +26.6% | +9.6% | +17.0% | +21.6% |
| YTD | +16.8% | +5.8% | +11.0% | +13.5% |
| 1Y | +10.1% | +16.2% | -6.1% | +2.9% |
| 3Y | +158.4% | +96.0% | +62.4% | +96.3% |
| All | +43.4% | +1.3% | +42.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling