+5,341.1%
MO vs TD
+7,715.7%
-2,374.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.9% |
| 30D | +3.6% | -1.6% | +5.2% | +3.9% |
| 3M | -3.7% | +4.6% | -8.3% | -5.1% |
| 6M | +4.5% | +26.8% | -22.3% | -2.3% |
| YTD | +21.5% | +28.3% | -6.8% | +13.1% |
| 1Y | +9.5% | +60.4% | -50.9% | -4.1% |
| 3Y | +93.6% | +125.7% | -32.1% | +53.3% |
| 5Y | +97.5% | +122.4% | -24.9% | +55.7% |
| 10Y | +111.2% | +297.1% | -185.9% | +42.1% |
| All | +5,341.1% | +7,715.7% | -2,374.6% | +1,722.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 all: compounded portfolio wealth divided by compounded TD 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…
all analysis · Full analysis span regression · 6 months rolling