+1,226.3%
MO vs TMF
-69.2%
+1,295.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.4% | +1.2% | -3.7% | -2.4% |
| 30D | +9.7% | +19.7% | -10.0% | +10.9% |
| 3M | +14.1% | -2.1% | +16.2% | +14.0% |
| 6M | +11.9% | -13.4% | +25.3% | +11.0% |
| YTD | +38.4% | -16.7% | +55.1% | +37.1% |
| 1Y | +41.9% | -23.3% | +65.2% | +39.8% |
| 3Y | +134.5% | -24.8% | +159.3% | +133.4% |
| 5Y | +147.3% | -88.0% | +235.3% | +116.3% |
| 10Y | +135.2% | -84.7% | +220.0% | +114.4% |
| All | +1,226.3% | -69.2% | +1,295.5% | +1,271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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