+94.4%
MO vs THC
+253.4%
-159.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.9% |
| 7D | -2.0% | -2.6% | +0.5% | -1.9% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | -2.9% | +58.9% | -61.9% | -5.2% |
| 6M | +5.8% | +9.3% | -3.6% | +5.3% |
| YTD | +22.0% | +30.4% | -8.4% | +20.1% |
| 1Y | +10.7% | +34.6% | -23.9% | +8.7% |
| 3Y | +94.4% | +246.7% | -152.3% | +65.9% |
| All | +94.4% | +253.4% | -159.1% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling