+134.5%
MO vs TPR
+407.4%
-272.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -2.4% | +14.2% | -16.6% | -2.4% |
| 30D | +9.7% | +17.1% | -7.4% | +9.7% |
| 3M | +14.1% | -17.7% | +31.9% | +13.7% |
| 6M | +11.9% | -10.2% | +22.0% | +11.6% |
| YTD | +38.4% | +4.9% | +33.5% | +38.3% |
| 1Y | +41.9% | +36.1% | +5.8% | +42.0% |
| 3Y | +134.5% | +416.5% | -282.0% | +109.3% |
| All | +134.5% | +407.4% | -272.9% | +109.3% |
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