+26.1%
MMM vs TXG
-63.6%
+89.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.1% |
| 7D | -2.6% | +9.1% | -11.7% | -3.5% |
| 30D | -9.3% | +14.9% | -24.2% | -10.8% |
| 3M | +5.6% | +120.0% | -114.4% | -4.2% |
| 6M | +9.5% | +221.8% | -212.3% | -5.6% |
| YTD | +4.1% | +312.6% | -308.4% | -13.3% |
| 1Y | +9.4% | +398.4% | -389.1% | -11.9% |
| 3Y | +101.0% | +42.1% | +58.9% | +78.2% |
| 5Y | +26.1% | -63.5% | +89.6% | +8.6% |
| All | +26.1% | -63.6% | +89.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling