+45.2%
MO vs TTD
-64.0%
+109.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.9% |
| 7D | +3.3% | +21.3% | -18.0% | +3.4% |
| 30D | +7.5% | +28.7% | -21.2% | +7.6% |
| 3M | +22.8% | +7.7% | +15.1% | +22.6% |
| 6M | +13.4% | -23.5% | +36.8% | +11.9% |
| YTD | +43.0% | -58.7% | +101.7% | +35.6% |
| 1Y | +45.2% | -63.4% | +108.7% | +39.0% |
| All | +45.2% | -64.0% | +109.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling