+92.2%
MO vs TLN
+589.3%
-497.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.5% |
| 7D | -2.4% | +5.8% | -8.2% | -2.0% |
| 30D | +3.6% | -6.9% | +10.4% | +3.2% |
| 3M | -3.7% | -10.9% | +7.2% | -4.1% |
| 6M | +4.5% | -4.6% | +9.1% | +4.6% |
| YTD | +21.5% | -14.7% | +36.2% | +21.3% |
| 1Y | +9.5% | -17.9% | +27.4% | +9.2% |
| 3Y | +93.6% | +483.9% | -390.3% | +90.0% |
| All | +92.2% | +589.3% | -497.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling