+138.4%
MO vs TAP
-23.8%
+162.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | -4.5% | +3.7% | +0.2% |
| 30D | +6.5% | +7.5% | -1.0% | +4.7% |
| 3M | +18.3% | -4.9% | +23.2% | +19.4% |
| 6M | +15.6% | -3.5% | +19.0% | +16.1% |
| YTD | +38.8% | -11.4% | +50.2% | +41.1% |
| 1Y | +41.6% | -10.8% | +52.4% | +43.7% |
| All | +138.4% | -23.8% | +162.2% | +143.6% |
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