+3,172.5%
MMM vs TSN
+1,061.3%
+2,111.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +7.0% | +5.8% | +1.1% | +5.9% |
| 30D | +18.4% | +12.8% | +5.5% | +15.9% |
| 3M | +4.5% | +6.5% | -2.0% | +3.2% |
| 6M | +33.4% | -10.3% | +43.7% | +35.8% |
| YTD | +20.0% | +5.5% | +14.4% | +18.2% |
| 1Y | +15.0% | +15.8% | -0.8% | +11.3% |
| 3Y | +165.0% | +42.5% | +122.5% | +145.8% |
| 5Y | +47.9% | -14.3% | +62.3% | +49.4% |
| 10Y | +79.6% | +18.2% | +61.4% | +67.3% |
| All | +3,172.5% | +1,061.3% | +2,111.2% | +1,759.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling