+5,516.0%
MO vs TDY
+7,056.0%
-1,540.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +7.1% | -12.0% | +19.2% | +8.6% |
| 3M | -2.0% | -3.2% | +1.2% | -1.8% |
| 6M | +7.3% | -7.9% | +15.2% | +8.0% |
| YTD | +23.5% | +18.2% | +5.2% | +20.8% |
| 1Y | +11.0% | +6.7% | +4.3% | +9.7% |
| 3Y | +95.0% | +47.5% | +47.5% | +85.0% |
| 5Y | +100.6% | +39.5% | +61.1% | +90.5% |
| 10Y | +114.5% | +477.2% | -362.6% | +77.3% |
| All | +5,516.0% | +7,056.0% | -1,540.0% | +3,717.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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