+30.8%
MMM vs TPG
+85.9%
-55.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -8.0% | +5.0% | -13.0% | -9.6% |
| 3M | +9.4% | +24.9% | -15.5% | +1.7% |
| 6M | +10.2% | +21.1% | -10.8% | +2.9% |
| YTD | +6.1% | -17.3% | +23.4% | +11.2% |
| 1Y | +10.8% | -9.8% | +20.6% | +12.4% |
| 3Y | +104.8% | +95.4% | +9.4% | +60.4% |
| All | +30.8% | +85.9% | -55.1% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling