+419.8%
TXN vs MMM
+55.8%
+363.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.2% |
| 7D | +4.0% | -2.1% | +6.1% | +5.1% |
| 30D | -2.9% | -9.8% | +7.0% | +2.2% |
| 3M | -9.1% | +4.9% | -14.0% | -11.4% |
| 6M | +36.6% | +7.3% | +29.3% | +31.4% |
| YTD | +57.5% | +4.5% | +53.0% | +52.5% |
| 1Y | +49.5% | +5.4% | +44.2% | +43.9% |
| 3Y | +76.5% | +98.6% | -22.0% | +19.3% |
| 5Y | +62.4% | +27.4% | +35.0% | +39.5% |
| All | +419.8% | +55.8% | +363.9% | +297.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling