+4,614.2%
MO vs TKO
+1,400.2%
+3,214.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | +7.1% | -2.5% | +9.6% | +7.3% |
| 3M | -2.0% | -10.6% | +8.6% | -1.2% |
| 6M | +7.3% | -5.1% | +12.4% | +7.5% |
| YTD | +23.5% | -8.2% | +31.7% | +23.9% |
| 1Y | +11.0% | -4.4% | +15.4% | +10.9% |
| 3Y | +95.0% | +100.4% | -5.4% | +82.4% |
| 5Y | +100.6% | +294.3% | -193.7% | +76.6% |
| 10Y | +114.5% | +983.2% | -868.6% | +73.3% |
| All | +4,614.2% | +1,400.2% | +3,214.0% | +3,580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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