+128.7%
MO vs TE
-52.9%
+181.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.1% | +0.2% | -0.1% | +0.2% |
| 30D | +7.1% | -5.9% | +13.1% | +7.1% |
| 3M | -2.0% | -45.6% | +43.6% | -2.0% |
| 6M | +7.3% | -43.4% | +50.7% | +7.2% |
| YTD | +23.5% | -31.0% | +54.4% | +23.2% |
| 1Y | +11.0% | +145.2% | -134.2% | +9.9% |
| 3Y | +95.0% | -24.1% | +119.1% | +95.0% |
| 5Y | +100.6% | -48.1% | +148.8% | +101.3% |
| All | +128.7% | -52.9% | +181.6% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling