+94.5%
MO vs TRV
+141.6%
-47.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | +5.8% | -1.8% | +7.6% | +6.3% |
| 3M | -4.5% | +21.6% | -26.1% | -8.3% |
| 6M | +5.7% | +22.5% | -16.7% | +1.4% |
| YTD | +23.1% | +28.1% | -5.0% | +17.1% |
| 1Y | +10.9% | +37.0% | -26.1% | +4.1% |
| All | +94.5% | +141.6% | -47.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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