+13.4%
MO vs TLN
+0.2%
+13.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +0.4% |
| 7D | +3.3% | +11.0% | -7.7% | +5.3% |
| 30D | +7.5% | +4.9% | +2.6% | +8.8% |
| 3M | +22.8% | +4.9% | +17.9% | +24.6% |
| 6M | +13.4% | +7.1% | +6.2% | +17.2% |
| All | +13.4% | +0.2% | +13.2% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling