+163.5%
MO vs TXG
+24.6%
+138.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -2.4% | +9.1% | -11.5% | -2.4% |
| 30D | +3.6% | +14.9% | -11.3% | +3.5% |
| 3M | -3.7% | +120.0% | -123.7% | -4.3% |
| 6M | +4.5% | +221.8% | -217.3% | +3.3% |
| YTD | +21.5% | +312.6% | -291.1% | +19.6% |
| 1Y | +9.5% | +398.4% | -388.9% | +7.3% |
| 3Y | +93.6% | +42.1% | +51.5% | +95.8% |
| 5Y | +97.5% | -63.5% | +161.0% | +107.2% |
| All | +163.5% | +24.6% | +138.9% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling