+139.4%
MMM vs TLN
+733.8%
-594.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -0.8% | +22.3% | -23.1% | -2.3% |
| 30D | +14.4% | +1.2% | +13.2% | +14.2% |
| 3M | +1.8% | +5.9% | -4.1% | +0.9% |
| 6M | +31.3% | +3.2% | +28.1% | +30.0% |
| YTD | +18.0% | +3.2% | +14.8% | +16.3% |
| 1Y | +10.9% | +5.2% | +5.7% | +9.0% |
| 3Y | +160.6% | +606.3% | -445.7% | +85.8% |
| All | +139.4% | +733.8% | -594.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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