+167.7%
MO vs TXG
+27.0%
+140.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.1% | +0.3% |
| 7D | +0.1% | +9.5% | -9.3% | +0.1% |
| 30D | +7.1% | +18.8% | -11.6% | +7.1% |
| 3M | -2.0% | +136.1% | -138.1% | -2.6% |
| 6M | +7.3% | +235.2% | -227.9% | +6.1% |
| YTD | +23.5% | +320.5% | -297.1% | +21.5% |
| 1Y | +11.0% | +425.2% | -414.2% | +8.7% |
| 3Y | +95.0% | +42.9% | +52.1% | +97.3% |
| 5Y | +100.6% | -62.8% | +163.5% | +110.5% |
| All | +167.7% | +27.0% | +140.7% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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