+809.2%
MMM vs TTMI
+504.4%
+304.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.0% |
| 7D | -3.3% | +5.9% | -9.2% | -4.1% |
| 30D | -7.0% | -4.3% | -2.7% | -6.8% |
| 3M | +10.8% | -32.0% | +42.9% | +14.9% |
| 6M | +5.8% | +19.5% | -13.7% | +0.7% |
| YTD | +6.8% | +82.0% | -75.3% | -4.7% |
| 1Y | +10.4% | +172.6% | -162.2% | -7.7% |
| 3Y | +104.7% | +744.7% | -640.0% | +44.2% |
| 5Y | +23.6% | +805.6% | -782.0% | -14.8% |
| 10Y | +54.1% | +1,057.6% | -1,003.5% | +0.2% |
| All | +809.2% | +504.4% | +304.8% | +382.9% |
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 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