+111.2%
MO vs THC
+1,002.8%
-891.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.8% |
| 7D | -2.4% | +4.1% | -6.5% | -2.8% |
| 30D | +3.6% | +3.5% | +0.1% | +3.2% |
| 3M | -3.7% | +61.7% | -65.5% | -8.0% |
| 6M | +4.5% | +11.8% | -7.3% | +3.1% |
| YTD | +21.5% | +35.4% | -13.9% | +17.6% |
| 1Y | +9.5% | +37.0% | -27.5% | +5.7% |
| 3Y | +93.6% | +260.1% | -166.5% | +67.7% |
| 5Y | +97.5% | +262.6% | -165.1% | +67.0% |
| 10Y | +111.2% | +1,039.2% | -928.0% | +56.3% |
| All | +111.2% | +1,002.8% | -891.6% | +56.3% |
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