+236.4%
TSM vs MMM
+44.4%
+191.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.8% |
| 7D | -7.6% | +6.2% | -13.8% | -9.6% |
| 30D | -20.5% | +14.2% | -34.7% | -24.3% |
| 3M | -10.0% | +2.9% | -12.9% | -11.1% |
| 6M | -10.1% | +27.6% | -37.6% | -18.0% |
| YTD | +24.5% | +17.3% | +7.2% | +16.9% |
| 1Y | +31.2% | +15.1% | +16.1% | +23.9% |
| 3Y | +322.0% | +157.1% | +164.9% | +196.6% |
| All | +236.4% | +44.4% | +191.9% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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