+102.7%
MO vs TW
+19.5%
+83.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.1% | -4.5% | +4.6% | +0.5% |
| 30D | +7.1% | -2.3% | +9.4% | +7.3% |
| 3M | -2.0% | +2.6% | -4.6% | -1.9% |
| 6M | +7.3% | -17.5% | +24.8% | +8.7% |
| YTD | +23.5% | -5.3% | +28.8% | +23.8% |
| 1Y | +11.0% | -14.8% | +25.8% | +12.1% |
| 3Y | +95.0% | +18.8% | +76.2% | +96.1% |
| All | +102.7% | +19.5% | +83.2% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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