+104.9%
MMM vs TT
+125.0%
-20.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.4% |
| 3M | +10.8% | -3.0% | +13.8% | +11.7% |
| 6M | +5.8% | +1.4% | +4.4% | +4.5% |
| YTD | +6.8% | +15.9% | -9.1% | -0.2% |
| 1Y | +10.4% | +9.4% | +1.0% | +5.3% |
| All | +104.9% | +125.0% | -20.1% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling