+4,341.9%
MO vs TPR
+7,380.8%
-3,038.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.6% |
| 30D | +0.6% | -23.0% | +23.6% | +3.5% |
| 3M | -1.0% | -12.5% | +11.5% | +0.2% |
| 6M | +4.3% | -21.4% | +25.8% | +6.6% |
| YTD | +23.3% | -3.5% | +26.8% | +22.6% |
| 1Y | +10.5% | +17.4% | -6.9% | +7.0% |
| 3Y | +96.3% | +291.3% | -195.0% | +59.8% |
| 5Y | +98.9% | +241.9% | -143.0% | +61.3% |
| 10Y | +103.6% | +322.7% | -219.1% | +50.1% |
| All | +4,341.9% | +7,380.8% | -3,038.9% | +2,870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling