+329.6%
TTD vs MMM
+72.1%
+257.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +5.2% | +6.2% | -1.0% | +2.0% |
| 30D | +6.9% | +14.2% | -7.3% | +0.2% |
| 3M | -26.8% | +2.9% | -29.7% | -28.2% |
| 6M | -46.1% | +27.6% | -73.7% | -52.7% |
| YTD | -65.9% | +17.3% | -83.2% | -69.1% |
| 1Y | -71.8% | +15.1% | -86.9% | -74.2% |
| 3Y | -83.3% | +157.1% | -240.4% | -90.4% |
| 5Y | -81.1% | +45.1% | -126.3% | -85.2% |
| 10Y | +441.7% | +83.9% | +357.8% | +176.8% |
| All | +329.6% | +72.1% | +257.5% | +223.0% |
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