+112.4%
MO vs TTD
+401.9%
-289.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.8% |
| 7D | +0.3% | +6.3% | -6.0% | +0.2% |
| 30D | +0.6% | -23.9% | +24.5% | +1.2% |
| 3M | -1.0% | -31.4% | +30.4% | -0.3% |
| 6M | +4.3% | -42.7% | +47.0% | +5.3% |
| YTD | +23.3% | -62.0% | +85.3% | +25.6% |
| 1Y | +10.5% | -72.2% | +82.7% | +13.3% |
| 3Y | +96.3% | -81.9% | +178.2% | +100.7% |
| 5Y | +98.9% | -81.5% | +180.4% | +99.1% |
| All | +112.4% | +401.9% | -289.5% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling