+110.9%
MO vs TTMI
+1,127.6%
-1,016.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.1% |
| 7D | +0.1% | +0.7% | -0.5% | +0.1% |
| 30D | +7.1% | -8.4% | +15.6% | +7.6% |
| 3M | -2.0% | -32.5% | +30.5% | +0.4% |
| 6M | +7.3% | +32.5% | -25.2% | +2.4% |
| YTD | +23.5% | +83.2% | -59.8% | +13.4% |
| 1Y | +11.0% | +161.7% | -150.7% | -2.7% |
| 3Y | +95.0% | +890.1% | -795.1% | +40.3% |
| 5Y | +100.6% | +832.4% | -731.8% | +42.0% |
| All | +110.9% | +1,127.6% | -1,016.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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