+102.2%
MO vs TRV
+157.5%
-55.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 6M | +5.7% | +22.5% | -16.7% | +0.3% |
| YTD | +23.1% | +28.1% | -5.0% | +15.5% |
| 1Y | +10.9% | +37.0% | -26.1% | +2.1% |
| 3Y | +96.1% | +141.9% | -45.7% | +50.5% |
| All | +102.2% | +157.5% | -55.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling