+921.5%
MMM vs TTMI
+247.6%
+673.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +7.0% | -11.5% | +18.5% | +8.1% |
| 30D | +18.4% | -40.3% | +58.7% | +24.4% |
| 3M | +4.5% | -44.5% | +49.0% | +10.2% |
| 6M | +33.4% | -54.1% | +87.5% | +42.3% |
| YTD | +20.0% | +4.7% | +15.3% | +12.7% |
| 1Y | +15.0% | +3.3% | +11.7% | +7.6% |
| 3Y | +165.0% | +407.2% | -242.2% | +96.0% |
| 5Y | +47.9% | +406.5% | -358.6% | +7.8% |
| 10Y | +79.6% | +420.4% | -340.8% | +26.8% |
| All | +921.5% | +247.6% | +673.9% | +471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling