+14,639.2%
MO vs TGT
+6,106.6%
+8,532.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | -2.4% | -3.6% | +1.2% | -1.8% |
| 30D | +3.6% | +4.4% | -0.8% | +2.8% |
| 3M | -3.7% | +25.4% | -29.1% | -7.3% |
| 6M | +4.5% | +33.4% | -28.9% | -0.6% |
| YTD | +21.5% | +65.6% | -44.1% | +11.4% |
| 1Y | +9.5% | +80.3% | -70.8% | -1.1% |
| 3Y | +93.6% | +42.1% | +51.4% | +77.0% |
| 5Y | +97.5% | -25.0% | +122.5% | +97.3% |
| 10Y | +111.2% | +208.2% | -97.1% | +61.5% |
| All | +14,639.2% | +6,106.6% | +8,532.6% | +4,952.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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