+100.1%
MO vs TSEM
+610.6%
-510.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.2% |
| 7D | -1.0% | +0.9% | -1.9% | -0.9% |
| 30D | +5.8% | -16.6% | +22.4% | +5.1% |
| 3M | -4.5% | -10.9% | +6.4% | -4.5% |
| 6M | +5.7% | +78.0% | -72.3% | +7.8% |
| YTD | +23.1% | +77.2% | -54.1% | +25.6% |
| 1Y | +10.9% | +207.6% | -196.7% | +14.8% |
| 3Y | +96.1% | +637.8% | -541.7% | +101.4% |
| 5Y | +100.1% | +617.0% | -516.9% | +105.6% |
| All | +100.1% | +610.6% | -510.5% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling