+71.3%
TXN vs MMM
+105.1%
-33.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.2% | -1.6% | +3.8% | +2.8% |
| 30D | -9.5% | -8.0% | -1.5% | -6.6% |
| 3M | -10.5% | +9.4% | -19.9% | -13.6% |
| 6M | +35.4% | +10.2% | +25.1% | +30.1% |
| YTD | +51.8% | +6.1% | +45.6% | +47.3% |
| 1Y | +42.9% | +10.8% | +32.2% | +36.3% |
| 3Y | +71.3% | +104.8% | -33.4% | +34.8% |
| All | +71.3% | +105.1% | -33.8% | +34.8% |
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