+643.4%
MO vs TRGP
+2,265.4%
-1,622.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -0.3% | +14.6% | -14.8% | -1.7% |
| 3M | -2.9% | +11.9% | -14.9% | -4.2% |
| 6M | +5.8% | +25.3% | -19.5% | +3.1% |
| YTD | +22.0% | +61.9% | -39.9% | +15.8% |
| 1Y | +10.7% | +87.3% | -76.6% | +3.3% |
| 3Y | +94.4% | +268.0% | -173.6% | +67.0% |
| 5Y | +97.2% | +638.2% | -541.0% | +56.8% |
| 10Y | +103.0% | +821.9% | -719.0% | +48.4% |
| All | +643.4% | +2,265.4% | -1,622.0% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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