+55.0%
MMM vs TT
+912.5%
-857.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -7.0% | -7.2% | +0.1% | -3.8% |
| 3M | +10.8% | -3.0% | +13.8% | +11.8% |
| 6M | +5.8% | +1.4% | +4.4% | +4.2% |
| YTD | +6.8% | +15.9% | -9.1% | -1.7% |
| 1Y | +10.4% | +9.4% | +1.0% | +4.1% |
| 3Y | +104.7% | +124.4% | -19.7% | +33.2% |
| 5Y | +23.6% | +138.0% | -114.5% | -23.6% |
| All | +55.0% | +912.5% | -857.5% | -54.2% |
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