+110.3%
MO vs TPR
+318.3%
-208.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -1.0% | -5.1% | +4.1% | -0.3% |
| 30D | +5.8% | -27.6% | +33.3% | +10.1% |
| 3M | -4.5% | -17.5% | +12.9% | -2.5% |
| 6M | +5.7% | -21.3% | +27.1% | +8.3% |
| YTD | +23.1% | -8.5% | +31.6% | +23.1% |
| 1Y | +10.9% | +11.5% | -0.5% | +7.4% |
| 3Y | +96.1% | +288.0% | -191.9% | +50.5% |
| 5Y | +100.1% | +225.2% | -125.1% | +53.5% |
| All | +110.3% | +318.3% | -208.0% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling