+97.5%
MO vs TT
+143.3%
-45.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +3.6% | -6.7% | +10.2% | +3.8% |
| 3M | -3.7% | -5.4% | +1.7% | -3.7% |
| 6M | +4.5% | +4.4% | +0.1% | +4.2% |
| YTD | +21.5% | +14.9% | +6.6% | +20.6% |
| 1Y | +9.5% | +9.3% | +0.3% | +8.8% |
| 3Y | +93.6% | +121.7% | -28.2% | +74.2% |
| 5Y | +97.5% | +148.2% | -50.7% | +70.6% |
| All | +97.5% | +143.3% | -45.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling