+51.2%
MMM vs TNA
+84.1%
-32.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -3.2% | -7.6% | +4.4% | -1.6% |
| 30D | -10.7% | -13.6% | +3.0% | -7.9% |
| 3M | +4.3% | +2.8% | +1.5% | +3.3% |
| 6M | +5.9% | +34.5% | -28.6% | -2.1% |
| YTD | +3.2% | +41.0% | -37.9% | -6.1% |
| 1Y | +8.0% | +52.0% | -44.0% | -4.3% |
| 3Y | +99.1% | +103.5% | -4.4% | +54.4% |
| 5Y | +25.7% | -22.5% | +48.3% | +9.3% |
| All | +51.2% | +84.1% | -32.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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