+54.7%
MMM vs TTMI
+1,044.1%
-989.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.1% |
| 7D | -2.6% | +7.5% | -10.1% | -4.0% |
| 30D | -9.3% | -4.5% | -4.8% | -8.9% |
| 3M | +5.6% | -28.5% | +34.1% | +10.6% |
| 6M | +9.5% | +28.4% | -18.9% | -0.6% |
| YTD | +4.1% | +80.1% | -75.9% | -14.0% |
| 1Y | +9.4% | +161.0% | -151.7% | -19.2% |
| 3Y | +101.0% | +862.4% | -761.5% | +2.7% |
| 5Y | +26.1% | +812.9% | -786.8% | -36.7% |
| 10Y | +54.7% | +1,094.7% | -1,040.0% | -28.4% |
| All | +54.7% | +1,044.1% | -989.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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