+48.2%
MMM vs TTMI
+429.4%
-381.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.3% | -11.4% | +0.2% |
| 7D | +5.8% | -1.6% | +7.4% | +5.4% |
| 30D | +17.9% | -37.7% | +55.7% | +23.8% |
| 3M | +3.6% | -45.1% | +48.7% | +10.2% |
| 6M | +32.9% | -52.1% | +85.0% | +42.0% |
| YTD | +19.5% | +9.2% | +10.3% | +6.4% |
| 1Y | +16.5% | +12.9% | +3.6% | +1.9% |
| 3Y | +167.2% | +445.5% | -278.3% | +52.9% |
| 5Y | +48.2% | +427.9% | -379.7% | -20.3% |
| All | +48.2% | +429.4% | -381.1% | -20.3% |
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