+110.3%
MO vs TFC
+98.5%
+11.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | +5.8% | -2.8% | +8.6% | +6.4% |
| 3M | -4.5% | +2.1% | -6.7% | -5.1% |
| 6M | +5.7% | +10.1% | -4.4% | +3.3% |
| YTD | +23.1% | +5.4% | +17.7% | +21.1% |
| 1Y | +10.9% | +16.3% | -5.4% | +6.5% |
| 3Y | +96.1% | +95.9% | +0.3% | +62.5% |
| 5Y | +100.1% | +16.0% | +84.1% | +84.6% |
| All | +110.3% | +98.5% | +11.8% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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