+16,621.6%
MO vs TT
+15,147.4%
+1,474.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | +5.8% | -11.8% | +17.6% | +8.0% |
| 3M | +12.7% | -12.6% | +25.3% | +15.2% |
| 6M | +14.8% | -9.4% | +24.1% | +16.0% |
| YTD | +37.8% | +8.8% | +29.0% | +33.9% |
| 1Y | +39.5% | -2.5% | +42.0% | +38.3% |
| 3Y | +136.1% | +95.7% | +40.4% | +99.5% |
| 5Y | +148.5% | +135.7% | +12.8% | +98.7% |
| 10Y | +135.5% | +750.6% | -615.1% | +43.3% |
| All | +16,621.6% | +15,147.4% | +1,474.1% | +4,604.1% |
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 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