+4,619.2%
MO vs TTMI
+522.4%
+4,096.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | -2.0% | +12.2% | -14.2% | -2.5% |
| 30D | -0.3% | -5.7% | +5.5% | -0.1% |
| 3M | -2.9% | -27.5% | +24.5% | -2.1% |
| 6M | +5.8% | +47.1% | -41.4% | +2.8% |
| YTD | +22.0% | +87.5% | -65.5% | +16.9% |
| 1Y | +10.7% | +175.2% | -164.5% | +3.6% |
| 3Y | +94.4% | +901.9% | -807.6% | +68.7% |
| 5Y | +97.2% | +843.5% | -746.3% | +70.5% |
| 10Y | +103.0% | +1,077.0% | -974.0% | +71.8% |
| All | +4,619.2% | +522.4% | +4,096.8% | +3,728.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling