+29.4%
MMM vs TT
+140.2%
-110.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +10.8% | -3.0% | +13.8% | +11.8% |
| 6M | +5.8% | +1.4% | +4.4% | +4.3% |
| YTD | +6.8% | +15.9% | -9.1% | -1.1% |
| 1Y | +10.4% | +9.4% | +1.0% | +4.6% |
| 3Y | +104.7% | +124.4% | -19.7% | +38.4% |
| All | +29.4% | +140.2% | -110.7% | -20.9% |
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