+145.5%
MO vs THC
+423.7%
-278.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.3% | +1.0% | +2.4% | +3.2% |
| 30D | +7.5% | +5.3% | +2.2% | +7.2% |
| 3M | +22.8% | +7.1% | +15.7% | +22.2% |
| 6M | +13.4% | +46.0% | -32.7% | +11.0% |
| YTD | +43.0% | +43.9% | -0.9% | +40.0% |
| 1Y | +45.2% | +45.4% | -0.2% | +42.0% |
| 3Y | +145.5% | +421.3% | -275.7% | +105.1% |
| All | +145.5% | +423.7% | -278.1% | +105.1% |
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 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