+96.0%
MMM vs TPG
+78.9%
+17.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.3% |
| 7D | -3.2% | -11.8% | +8.6% | +0.5% |
| 30D | -10.7% | -6.3% | -4.4% | -9.2% |
| 3M | +4.3% | +13.6% | -9.3% | -0.4% |
| 6M | +5.9% | +13.8% | -7.9% | +0.4% |
| YTD | +3.2% | -23.7% | +26.9% | +11.7% |
| 1Y | +8.0% | -18.2% | +26.2% | +13.5% |
| All | +96.0% | +78.9% | +17.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling