+10.5%
MO vs TXT
-1.0%
+11.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +0.3% |
| 30D | +0.6% | -10.6% | +11.3% | +0.6% |
| 3M | -1.0% | -13.2% | +12.2% | -1.1% |
| 6M | +4.3% | -20.3% | +24.7% | +4.0% |
| YTD | +23.3% | -9.3% | +32.5% | +23.6% |
| 1Y | +10.5% | -2.7% | +13.1% | +12.1% |
| All | +10.5% | -1.0% | +11.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling