-75.3%
TTD vs MMM
+158.4%
-233.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.7% |
| 7D | +21.3% | -0.4% | +21.7% | +21.5% |
| 30D | +28.7% | +12.1% | +16.6% | +24.3% |
| 3M | +7.7% | +1.4% | +6.3% | +7.1% |
| 6M | -23.5% | +26.6% | -50.1% | -29.4% |
| YTD | -58.7% | +16.8% | -75.5% | -61.0% |
| 1Y | -63.4% | +10.1% | -73.5% | -64.8% |
| 3Y | -75.3% | +158.4% | -233.7% | -79.1% |
| All | -75.3% | +158.4% | -233.7% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling