+14,854.2%
MO vs TXT
+2,070.1%
+12,784.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | -4.8% | +5.1% | +1.1% |
| 30D | +0.6% | -10.6% | +11.3% | +2.5% |
| 3M | -1.0% | -13.2% | +12.2% | +1.1% |
| 6M | +4.3% | -20.3% | +24.7% | +7.9% |
| YTD | +23.3% | -9.3% | +32.5% | +24.6% |
| 1Y | +10.5% | -2.7% | +13.1% | +10.2% |
| 3Y | +96.3% | +1.4% | +94.9% | +92.0% |
| 5Y | +98.9% | +9.6% | +89.3% | +89.8% |
| 10Y | +103.6% | +94.9% | +8.7% | +69.3% |
| All | +14,854.2% | +2,070.1% | +12,784.1% | +5,188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling