+8,170.4%
MO vs TSEM
+10.0%
+8,160.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -2.0% | +10.4% | -12.4% | -2.3% |
| 30D | -0.3% | -12.9% | +12.7% | +0.1% |
| 3M | -2.9% | -9.2% | +6.2% | -3.1% |
| 6M | +5.8% | +98.8% | -93.0% | +2.4% |
| YTD | +22.0% | +87.2% | -65.2% | +18.1% |
| 1Y | +10.7% | +239.0% | -228.3% | +4.7% |
| 3Y | +94.4% | +679.5% | -585.1% | +76.8% |
| 5Y | +97.2% | +667.3% | -570.1% | +78.5% |
| 10Y | +103.0% | +1,301.0% | -1,198.1% | +78.2% |
| All | +8,170.4% | +10.0% | +8,160.3% | +6,620.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling