+97.5%
MO vs TXT
+13.4%
+84.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | +3.6% | -10.4% | +14.0% | +4.8% |
| 3M | -3.7% | -14.3% | +10.6% | -2.3% |
| 6M | +4.5% | -15.1% | +19.6% | +6.1% |
| YTD | +21.5% | -8.3% | +29.8% | +22.1% |
| 1Y | +9.5% | -0.7% | +10.2% | +8.8% |
| 3Y | +93.6% | +6.0% | +87.6% | +87.2% |
| 5Y | +97.5% | +12.5% | +85.0% | +83.3% |
| All | +97.5% | +13.4% | +84.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling