+94.5%
MO vs TE
-27.3%
+121.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | +5.8% | -16.3% | +22.1% | +5.6% |
| 3M | -4.5% | -40.8% | +36.2% | -4.8% |
| 6M | +5.7% | -42.6% | +48.3% | +5.6% |
| YTD | +23.1% | -31.4% | +54.6% | +23.1% |
| 1Y | +10.9% | +144.9% | -134.0% | +11.4% |
| All | +94.5% | -27.3% | +121.8% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling