+1,148.2%
MO vs TNA
+944.8%
+203.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | +3.6% | -10.1% | +13.6% | +4.6% |
| 3M | -3.7% | +2.7% | -6.4% | -4.4% |
| 6M | +4.5% | +38.4% | -33.9% | -0.1% |
| YTD | +21.5% | +45.4% | -23.9% | +15.1% |
| 1Y | +9.5% | +55.9% | -46.4% | +2.3% |
| 3Y | +93.6% | +109.8% | -16.2% | +65.6% |
| 5Y | +97.5% | -22.5% | +120.0% | +79.5% |
| 10Y | +111.2% | +87.5% | +23.6% | +52.5% |
| All | +1,148.2% | +944.8% | +203.4% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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