+28.8%
MMM vs TPG
+74.1%
-45.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -2.1% | -9.4% | +7.3% | +0.7% |
| 30D | -9.8% | -5.3% | -4.6% | -8.6% |
| 3M | +4.9% | +12.9% | -8.0% | +0.6% |
| 6M | +7.3% | +20.1% | -12.8% | +0.3% |
| YTD | +4.5% | -22.5% | +27.0% | +11.6% |
| 1Y | +5.4% | -19.7% | +25.0% | +10.7% |
| 3Y | +98.6% | +81.2% | +17.4% | +59.0% |
| All | +28.8% | +74.1% | -45.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling