+14,854.2%
MO vs TT
+16,138.6%
-1,284.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.6% | -7.2% | +7.8% | +2.1% |
| 3M | -1.0% | -3.0% | +2.0% | -0.7% |
| 6M | +4.3% | +1.4% | +3.0% | +3.4% |
| YTD | +23.3% | +15.9% | +7.4% | +18.7% |
| 1Y | +10.5% | +9.4% | +1.0% | +7.3% |
| 3Y | +96.3% | +124.4% | -28.1% | +61.4% |
| 5Y | +98.9% | +138.0% | -39.1% | +59.3% |
| 10Y | +103.6% | +886.4% | -782.8% | +20.8% |
| All | +14,854.2% | +16,138.6% | -1,284.5% | +4,071.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling