+379.4%
TTD vs MMM
+56.7%
+322.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | -3.3% | +9.7% | +8.0% |
| 30D | -23.9% | -7.0% | -16.9% | -21.3% |
| 3M | -31.4% | +10.8% | -42.2% | -35.2% |
| 6M | -42.7% | +5.8% | -48.4% | -44.9% |
| YTD | -62.0% | +6.8% | -68.8% | -63.8% |
| 1Y | -72.2% | +10.4% | -82.6% | -74.1% |
| 3Y | -81.9% | +104.7% | -186.6% | -88.2% |
| 5Y | -81.5% | +23.6% | -105.1% | -84.3% |
| All | +379.4% | +56.7% | +322.7% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling