+53.8%
MMM vs TSN
-9.5%
+63.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -1.6% | -5.0% | +3.5% | -0.4% |
| 30D | -8.0% | -9.1% | +1.1% | -5.8% |
| 3M | +9.4% | -7.4% | +16.8% | +11.2% |
| 6M | +10.2% | -13.4% | +23.6% | +13.7% |
| YTD | +6.1% | -8.5% | +14.6% | +7.6% |
| 1Y | +10.8% | -3.2% | +14.0% | +10.4% |
| 3Y | +104.8% | +11.5% | +93.3% | +94.7% |
| 5Y | +27.0% | -19.5% | +46.6% | +30.5% |
| 10Y | +53.8% | -9.1% | +62.9% | +49.5% |
| All | +53.8% | -9.5% | +63.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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