+1,081.3%
MO vs TMF
-68.9%
+1,150.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +0.3% | -1.4% | +1.8% | +0.2% |
| 30D | +0.6% | -2.8% | +3.5% | +0.5% |
| 3M | -1.0% | -10.9% | +9.9% | -1.6% |
| 6M | +4.3% | -21.3% | +25.7% | +2.9% |
| YTD | +23.3% | -15.9% | +39.2% | +22.1% |
| 1Y | +10.5% | -15.7% | +26.2% | +9.5% |
| 3Y | +96.3% | -43.4% | +139.6% | +91.5% |
| 5Y | +98.9% | -87.8% | +186.6% | +74.5% |
| 10Y | +103.6% | -86.7% | +190.3% | +83.8% |
| All | +1,081.3% | -68.9% | +1,150.2% | +1,121.8% |
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