+94.5%
MO vs TTMI
+844.7%
-750.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.3% |
| 7D | -1.0% | +6.0% | -7.0% | -0.9% |
| 30D | +5.8% | -6.4% | +12.2% | +5.7% |
| 3M | -4.5% | -28.9% | +24.4% | -4.1% |
| 6M | +5.7% | +26.9% | -21.1% | +5.2% |
| YTD | +23.1% | +77.3% | -54.2% | +22.1% |
| 1Y | +10.9% | +147.5% | -136.6% | +9.8% |
| All | +94.5% | +844.7% | -750.2% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling