+45.3%
MO vs TSEM
+79.9%
-34.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.7% | +10.1% | +0.7% |
| 7D | +6.9% | -23.1% | +30.0% | +4.8% |
| 30D | +14.9% | -40.4% | +55.3% | +11.0% |
| 3M | +16.4% | -37.9% | +54.3% | +13.2% |
| 6M | +9.6% | -30.8% | +40.4% | +7.4% |
| YTD | +41.8% | +26.7% | +15.1% | +41.6% |
| 1Y | +45.3% | +80.5% | -35.1% | +46.0% |
| All | +45.3% | +79.9% | -34.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling