+273.1%
TSM vs MMM
+24.5%
+248.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -3.3% | +6.0% | +4.0% |
| 30D | +3.6% | -7.0% | +10.6% | +6.3% |
| 3M | -3.4% | +10.8% | -14.2% | -7.0% |
| 6M | +20.6% | +5.8% | +14.8% | +17.8% |
| YTD | +41.9% | +6.8% | +35.1% | +38.0% |
| 1Y | +84.4% | +10.4% | +74.0% | +76.7% |
| 3Y | +380.2% | +104.7% | +275.5% | +269.6% |
| All | +273.1% | +24.5% | +248.6% | +234.7% |
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