+17,245.8%
MO vs TFC
+2,536.2%
+14,709.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +3.3% | +2.3% | +1.0% | +2.9% |
| 30D | +7.5% | +10.8% | -3.3% | +5.6% |
| 3M | +22.8% | -3.8% | +26.5% | +23.5% |
| 6M | +13.4% | +9.6% | +3.8% | +11.4% |
| YTD | +43.0% | +5.8% | +37.2% | +41.0% |
| 1Y | +45.2% | +16.2% | +29.1% | +40.8% |
| 3Y | +145.5% | +96.0% | +49.6% | +114.0% |
| 5Y | +157.1% | +1.7% | +155.4% | +146.5% |
| 10Y | +153.3% | +79.9% | +73.5% | +112.6% |
| All | +17,245.8% | +2,536.2% | +14,709.5% | +9,712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling