+23.0%
MMM vs TXG
+406.9%
-383.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.1% | +9.4% |
| 7D | +12.2% | -19.3% | +31.5% | +13.2% |
| 30D | +18.8% | -30.9% | +49.8% | +20.6% |
| 3M | +7.4% | +41.1% | -33.7% | +4.4% |
| 6M | +38.3% | +211.9% | -173.6% | +27.7% |
| YTD | +22.9% | +314.0% | -291.1% | +11.9% |
| 1Y | +23.0% | +405.4% | -382.4% | +10.2% |
| All | +23.0% | +406.9% | -383.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling