+78.4%
MO vs TEM
+46.9%
+31.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.5% | +1.2% |
| 7D | -1.0% | -9.2% | +8.1% | -1.2% |
| 30D | +5.8% | +5.5% | +0.3% | +5.9% |
| 3M | -4.5% | +18.7% | -23.2% | -4.1% |
| 6M | +5.7% | +15.4% | -9.7% | +6.3% |
| YTD | +23.1% | -0.5% | +23.6% | +23.7% |
| 1Y | +10.9% | -24.8% | +35.8% | +11.3% |
| All | +78.4% | +46.9% | +31.6% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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