+10.9%
MO vs TTD
-72.9%
+83.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -1.0% | -7.4% | +6.4% | -1.1% |
| 30D | +5.8% | +3.0% | +2.8% | +5.9% |
| 3M | -4.5% | -27.6% | +23.1% | -5.4% |
| 6M | +5.7% | -49.5% | +55.2% | +2.6% |
| YTD | +23.1% | -63.2% | +86.3% | +18.1% |
| 1Y | +10.9% | -69.7% | +80.6% | +6.5% |
| All | +10.9% | -72.9% | +83.8% | +6.5% |
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