+49.3%
MMM vs TT
+137.2%
-87.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.7% |
| 7D | -2.6% | +3.5% | -6.1% | -4.0% |
| 30D | +17.4% | -11.0% | +28.4% | +22.7% |
| 3M | +3.6% | -12.0% | +15.6% | +8.7% |
| 6M | +33.0% | -10.4% | +43.5% | +37.8% |
| YTD | +19.6% | +9.9% | +9.7% | +12.6% |
| 1Y | +14.0% | +1.5% | +12.6% | +11.2% |
| 3Y | +164.3% | +93.7% | +70.6% | +89.7% |
| 5Y | +49.3% | +139.2% | -89.9% | -11.9% |
| All | +49.3% | +137.2% | -87.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling