-83.3%
TTD vs MMM
+105.1%
-188.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | +1.6% | -8.0% | +9.6% | +4.4% |
| 3M | -27.8% | +9.4% | -37.2% | -30.3% |
| 6M | -52.1% | +10.2% | -62.4% | -54.0% |
| YTD | -63.1% | +6.1% | -69.2% | -64.1% |
| 1Y | -73.1% | +10.8% | -83.8% | -74.3% |
| 3Y | -83.3% | +104.8% | -188.1% | -86.7% |
| All | -83.3% | +105.1% | -188.4% | -86.7% |
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 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