+9.5%
MO vs TAP
-18.3%
+27.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.4% | -5.1% | +2.7% | -1.0% |
| 30D | +3.6% | -8.4% | +12.0% | +6.1% |
| 3M | -3.7% | -3.9% | +0.2% | -2.4% |
| 6M | +4.5% | -14.4% | +18.9% | +7.7% |
| YTD | +21.5% | -14.7% | +36.2% | +24.7% |
| All | +9.5% | -18.3% | +27.8% | +13.0% |
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