+45.2%
MO vs TAP
-7.2%
+52.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | 0.0% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +7.5% | +5.7% | +1.8% | +5.6% |
| 3M | +22.8% | -1.9% | +24.7% | +23.2% |
| 6M | +13.4% | +0.9% | +12.4% | +12.9% |
| YTD | +43.0% | -9.5% | +52.5% | +43.1% |
| 1Y | +45.2% | -9.0% | +54.2% | +45.0% |
| All | +45.2% | -7.2% | +52.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling