+78.8%
MMM vs TT
+740.8%
-662.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | +0.8% | +6.1% | +6.4% |
| 30D | +18.4% | -11.8% | +30.2% | +24.8% |
| 3M | +4.5% | -11.6% | +16.0% | +9.9% |
| 6M | +33.4% | -9.3% | +42.7% | +37.8% |
| YTD | +20.0% | +8.9% | +11.1% | +12.9% |
| 1Y | +15.0% | -2.2% | +17.3% | +13.9% |
| 3Y | +165.0% | +91.9% | +73.1% | +85.3% |
| 5Y | +47.9% | +136.0% | -88.1% | -9.2% |
| All | +78.8% | +740.8% | -662.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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