+112.1%
MO vs TTD
+385.9%
-273.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -1.0% | -7.4% | +6.4% | -0.8% |
| 30D | +5.8% | +3.0% | +2.8% | +5.7% |
| 3M | -4.5% | -27.6% | +23.1% | -4.0% |
| 6M | +5.7% | -49.5% | +55.2% | +7.1% |
| YTD | +23.1% | -63.2% | +86.3% | +25.5% |
| 1Y | +10.9% | -69.7% | +80.6% | +13.6% |
| 3Y | +96.1% | -83.3% | +179.5% | +101.0% |
| 5Y | +100.1% | -80.8% | +180.9% | +99.8% |
| All | +112.1% | +385.9% | -273.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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