+104.8%
MMM vs TTMI
+857.4%
-752.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -1.6% | +12.2% | -13.8% | -3.0% |
| 30D | -8.0% | -5.7% | -2.3% | -7.6% |
| 3M | +9.4% | -27.5% | +36.8% | +12.7% |
| 6M | +10.2% | +47.1% | -36.9% | +1.3% |
| YTD | +6.1% | +87.5% | -81.4% | -7.5% |
| 1Y | +10.8% | +175.2% | -164.4% | -12.1% |
| 3Y | +104.8% | +901.9% | -797.2% | +25.9% |
| All | +104.8% | +857.4% | -752.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling