-34.9%
TLT vs MO
+96.7%
-131.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | 0.0% | +3.6% | -3.6% | -0.1% |
| 3M | -2.9% | -3.7% | +0.8% | -2.8% |
| 6M | -6.3% | +4.5% | -10.8% | -6.4% |
| YTD | -3.3% | +21.5% | -24.9% | -3.7% |
| 1Y | -4.2% | +9.5% | -13.7% | -4.4% |
| 3Y | -1.7% | +93.6% | -95.2% | -1.7% |
| 5Y | -34.9% | +97.5% | -132.4% | -34.6% |
| All | -34.9% | +96.7% | -131.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling