+94.4%
MO vs TPR
+292.6%
-198.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -2.0% | -3.4% | +1.4% | -2.0% |
| 30D | -0.3% | -27.3% | +27.0% | -0.4% |
| 3M | -2.9% | -16.2% | +13.3% | -3.1% |
| 6M | +5.8% | -17.9% | +23.7% | +5.7% |
| YTD | +22.0% | -7.1% | +29.1% | +21.9% |
| 1Y | +10.7% | +13.6% | -2.9% | +10.5% |
| 3Y | +94.4% | +293.7% | -199.4% | +70.1% |
| All | +94.4% | +292.6% | -198.3% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling