+110.3%
MO vs TXT
+103.1%
+7.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +5.8% | -10.2% | +16.0% | +8.2% |
| 3M | -4.5% | -13.3% | +8.7% | -1.9% |
| 6M | +5.7% | -14.4% | +20.1% | +8.8% |
| YTD | +23.1% | -9.1% | +32.2% | +24.7% |
| 1Y | +10.9% | -2.2% | +13.1% | +10.2% |
| 3Y | +96.1% | +5.1% | +91.1% | +87.6% |
| 5Y | +100.1% | +12.8% | +87.3% | +83.9% |
| All | +110.3% | +103.1% | +7.2% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling