+125.0%
MO vs TENB
-9.4%
+134.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.4% |
| 7D | +0.1% | -12.1% | +12.2% | +0.5% |
| 30D | +7.1% | -18.6% | +25.8% | +7.7% |
| 3M | -2.0% | +12.1% | -14.0% | -2.7% |
| 6M | +7.3% | +46.8% | -39.5% | +5.2% |
| YTD | +23.5% | +28.0% | -4.5% | +21.6% |
| 1Y | +11.0% | -1.4% | +12.4% | +10.7% |
| 3Y | +95.0% | -33.9% | +128.9% | +97.4% |
| 5Y | +100.6% | -34.6% | +135.3% | +98.9% |
| All | +125.0% | -9.4% | +134.4% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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