+153.3%
MO vs THC
+1,818.8%
-1,665.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +8.9% | +7.5% | +1.4% | +8.1% |
| 3M | +23.0% | +7.5% | +15.4% | +22.1% |
| 6M | +15.0% | +46.4% | -31.5% | +10.7% |
| YTD | +41.7% | +44.4% | -2.7% | +36.2% |
| 1Y | +43.3% | +43.4% | -0.1% | +37.7% |
| 3Y | +143.2% | +433.3% | -290.1% | +102.9% |
| 5Y | +154.7% | +262.5% | -107.8% | +115.6% |
| All | +153.3% | +1,818.8% | -1,665.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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