+110.9%
MO vs TSEM
+1,313.0%
-1,202.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +0.3% |
| 30D | +7.1% | -18.7% | +25.9% | +7.9% |
| 3M | -2.0% | -18.1% | +16.2% | -1.7% |
| 6M | +7.3% | +77.1% | -69.8% | +1.8% |
| YTD | +23.5% | +80.1% | -56.7% | +16.6% |
| 1Y | +11.0% | +220.4% | -209.4% | +0.1% |
| 3Y | +95.0% | +650.1% | -555.1% | +57.9% |
| 5Y | +100.6% | +628.9% | -528.2% | +58.7% |
| All | +110.9% | +1,313.0% | -1,202.1% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling