+45.3%
MO vs TXT
+9.2%
+36.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.5% |
| 7D | +6.9% | +10.6% | -3.8% | +5.8% |
| 30D | +14.9% | +14.4% | +0.5% | +13.6% |
| 3M | +16.4% | -2.7% | +19.2% | +15.7% |
| 6M | +9.6% | -4.7% | +14.3% | +8.7% |
| YTD | +41.8% | -0.5% | +42.4% | +39.8% |
| 1Y | +45.3% | +8.7% | +36.6% | +42.9% |
| All | +45.3% | +9.2% | +36.1% | +42.9% |
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