+94.5%
MO vs TFC
+92.6%
+1.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | +5.8% | -2.8% | +8.6% | +6.0% |
| 3M | -4.5% | +2.1% | -6.7% | -4.6% |
| 6M | +5.7% | +10.1% | -4.4% | +5.2% |
| YTD | +23.1% | +5.4% | +17.7% | +22.6% |
| 1Y | +10.9% | +16.3% | -5.4% | +9.6% |
| All | +94.5% | +92.6% | +1.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling