+1,230.2%
MO vs TMF
-70.3%
+1,300.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.8% |
| 30D | +6.5% | +11.8% | -5.3% | +7.2% |
| 3M | +18.3% | -4.0% | +22.4% | +18.1% |
| 6M | +15.6% | -16.5% | +32.1% | +14.4% |
| YTD | +38.8% | -19.9% | +58.7% | +37.2% |
| 1Y | +41.6% | -25.6% | +67.2% | +39.3% |
| 3Y | +138.2% | -29.9% | +168.1% | +135.9% |
| 5Y | +150.5% | -88.2% | +238.7% | +119.0% |
| 10Y | +146.1% | -81.7% | +227.8% | +126.9% |
| All | +1,230.2% | -70.3% | +1,300.5% | +1,272.0% |
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