+149.3%
MO vs TT
+748.9%
-599.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -0.8% | +3.5% | -4.3% | -1.5% |
| 30D | +8.0% | -11.0% | +19.0% | +10.2% |
| 3M | +20.9% | -12.0% | +32.9% | +23.6% |
| 6M | +16.3% | -10.4% | +26.7% | +18.0% |
| YTD | +40.7% | +9.9% | +30.8% | +35.5% |
| 1Y | +41.5% | +1.5% | +40.0% | +38.7% |
| 3Y | +141.5% | +93.7% | +47.8% | +90.4% |
| 5Y | +153.1% | +139.2% | +13.8% | +81.7% |
| 10Y | +149.3% | +741.5% | -592.2% | +15.1% |
| All | +149.3% | +748.9% | -599.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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