+100.1%
MO vs TTMI
+798.2%
-698.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.3% |
| 7D | -1.0% | +6.0% | -7.0% | -1.1% |
| 30D | +5.8% | -6.4% | +12.2% | +5.8% |
| 3M | -4.5% | -28.9% | +24.4% | -3.7% |
| 6M | +5.7% | +26.9% | -21.1% | +3.7% |
| YTD | +23.1% | +77.3% | -54.2% | +18.7% |
| 1Y | +10.9% | +147.5% | -136.6% | +4.7% |
| 3Y | +96.1% | +847.6% | -751.5% | +62.9% |
| 5Y | +100.1% | +802.2% | -702.1% | +60.5% |
| All | +100.1% | +798.2% | -698.2% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling