+94.4%
MO vs TAP
-31.5%
+125.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | -0.3% | -9.4% | +9.1% | +1.7% |
| 3M | -2.9% | -0.8% | -2.1% | -2.6% |
| 6M | +5.8% | -14.7% | +20.5% | +8.6% |
| YTD | +22.0% | -13.9% | +35.9% | +24.9% |
| 1Y | +10.7% | -18.6% | +29.3% | +14.1% |
| 3Y | +94.4% | -32.0% | +126.4% | +103.9% |
| All | +94.4% | -31.5% | +125.9% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling