+125.8%
TXN vs MMM
+157.3%
-31.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -2.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.8% |
| 30D | +8.7% | +11.7% | -3.0% | +4.1% |
| 3M | +11.6% | +1.0% | +10.6% | +11.0% |
| 6M | +0.1% | +26.0% | -25.9% | -8.7% |
| YTD | +78.8% | +16.3% | +62.5% | +67.3% |
| 1Y | +91.2% | +9.6% | +81.6% | +83.2% |
| 3Y | +125.8% | +157.3% | -31.5% | +69.7% |
| All | +125.8% | +157.3% | -31.5% | +69.7% |
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