+131.2%
TLT vs MO
+2,494.6%
-2,363.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.2% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -1.7% | -2.9% | +1.2% | -1.9% |
| 6M | -4.9% | +5.8% | -10.7% | -4.3% |
| YTD | -2.8% | +22.0% | -24.8% | -0.8% |
| 1Y | -4.2% | +10.7% | -14.9% | -3.1% |
| 3Y | -1.1% | +94.4% | -95.5% | +5.9% |
| 5Y | -33.7% | +97.2% | -130.9% | -28.6% |
| 10Y | -20.7% | +103.0% | -123.6% | -12.0% |
| All | +131.2% | +2,494.6% | -2,363.4% | +213.4% |
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 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