+102.7%
MO vs TSN
-17.2%
+119.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.1% | +3.0% | -2.9% | -0.5% |
| 30D | +7.1% | -4.2% | +11.3% | +8.0% |
| 3M | -2.0% | -3.9% | +1.9% | -1.3% |
| 6M | +7.3% | -9.8% | +17.1% | +9.2% |
| YTD | +23.5% | -7.3% | +30.7% | +24.6% |
| 1Y | +11.0% | -2.2% | +13.2% | +10.6% |
| 3Y | +95.0% | +11.9% | +83.1% | +87.2% |
| All | +102.7% | -17.2% | +119.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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