+15.1%
MMM vs TT
-7.6%
+22.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +6.2% | -2.0% | +8.2% | +6.7% |
| 30D | +14.2% | -14.0% | +28.2% | +18.8% |
| 3M | +2.9% | -15.9% | +18.8% | +7.7% |
| 6M | +27.6% | -17.3% | +44.9% | +33.9% |
| YTD | +17.3% | +4.0% | +13.3% | +15.9% |
| 1Y | +15.1% | -7.1% | +22.2% | +18.9% |
| All | +15.1% | -7.6% | +22.7% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling