+25.7%
MMM vs TTMI
+798.2%
-772.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -3.2% | +6.0% | -9.3% | -4.2% |
| 30D | -10.7% | -6.4% | -4.3% | -10.1% |
| 3M | +4.3% | -28.9% | +33.2% | +8.5% |
| 6M | +5.9% | +26.9% | -21.0% | -2.4% |
| YTD | +3.2% | +77.3% | -74.1% | -12.5% |
| 1Y | +8.0% | +147.5% | -139.5% | -16.7% |
| 3Y | +99.1% | +847.6% | -748.6% | +6.6% |
| 5Y | +25.7% | +802.2% | -776.5% | -33.9% |
| All | +25.7% | +798.2% | -772.5% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling