+3,099.6%
MMM vs TSN
+1,049.6%
+2,050.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +6.2% | +4.6% | +1.6% | +5.4% |
| 30D | +14.2% | +15.4% | -1.2% | +11.3% |
| 3M | +2.9% | +2.9% | 0.0% | +2.3% |
| 6M | +27.6% | -10.8% | +38.3% | +29.9% |
| YTD | +17.3% | +4.5% | +12.8% | +15.8% |
| 1Y | +15.1% | +19.5% | -4.4% | +10.7% |
| 3Y | +157.1% | +42.2% | +114.9% | +138.6% |
| 5Y | +45.1% | -14.2% | +59.3% | +46.6% |
| 10Y | +83.9% | +15.4% | +68.5% | +71.9% |
| All | +3,099.6% | +1,049.6% | +2,050.0% | +1,721.7% |
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