+125.1%
TLT vs MO
+2,940.9%
-2,815.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.3% |
| 7D | -3.1% | +3.3% | -6.4% | -2.8% |
| 30D | +1.0% | +7.5% | -6.5% | +1.7% |
| 3M | -2.7% | +22.8% | -25.5% | -1.0% |
| 6M | -4.1% | +13.4% | -17.5% | -3.0% |
| YTD | -5.4% | +43.0% | -48.3% | -2.1% |
| 1Y | -7.0% | +45.2% | -52.2% | -3.7% |
| 3Y | +2.8% | +145.5% | -142.7% | +12.4% |
| 5Y | -35.4% | +157.1% | -192.4% | -28.6% |
| 10Y | -13.1% | +153.3% | -166.4% | -1.6% |
| All | +125.1% | +2,940.9% | -2,815.8% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling