+97.5%
MO vs TTD
-80.8%
+178.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.4% | -4.6% | +2.2% | -2.4% |
| 30D | +3.6% | +3.7% | -0.1% | +3.6% |
| 3M | -3.7% | -30.2% | +26.5% | -3.8% |
| 6M | +4.5% | -51.4% | +55.9% | +4.3% |
| YTD | +21.5% | -63.4% | +84.9% | +21.3% |
| 1Y | +9.5% | -73.5% | +83.0% | +9.4% |
| 3Y | +93.6% | -83.5% | +177.0% | +92.4% |
| 5Y | +97.5% | -80.9% | +178.4% | +92.7% |
| All | +97.5% | -80.8% | +178.3% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling