-5.6%
TLT vs MO
+45.9%
-51.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +1.0% | +6.9% | -5.9% | +0.7% |
| 30D | +6.0% | +14.9% | -8.9% | +5.6% |
| 3M | -0.9% | +16.4% | -17.3% | -1.4% |
| 6M | -2.3% | +9.6% | -11.8% | -2.6% |
| YTD | -3.3% | +41.8% | -45.2% | -4.1% |
| 1Y | -5.6% | +45.3% | -50.9% | -6.4% |
| All | -5.6% | +45.9% | -51.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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