+1,265.7%
MO vs TDG
+12,853.5%
-11,587.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | +5.8% | -9.3% | +15.1% | +7.6% |
| 3M | -4.5% | -7.1% | +2.5% | -3.4% |
| 6M | +5.7% | -11.2% | +16.9% | +7.4% |
| YTD | +23.1% | -15.3% | +38.4% | +25.8% |
| 1Y | +10.9% | -12.5% | +23.4% | +12.6% |
| 3Y | +96.1% | +51.2% | +44.9% | +76.4% |
| 5Y | +100.1% | +126.1% | -26.1% | +63.6% |
| 10Y | +114.0% | +536.2% | -422.3% | +36.5% |
| All | +1,265.7% | +12,853.5% | -11,587.8% | +388.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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