+8,187.2%
TMO vs MO
+15,327.0%
-7,139.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | +7.1% | -6.0% | -0.4% |
| 3M | +28.3% | -2.0% | +30.3% | +28.5% |
| 6M | +23.3% | +7.3% | +16.0% | +20.5% |
| YTD | +5.5% | +23.5% | -18.0% | -0.3% |
| 1Y | +24.5% | +11.0% | +13.5% | +20.4% |
| 3Y | +19.6% | +95.0% | -75.4% | +0.8% |
| 5Y | +8.1% | +100.6% | -92.5% | -10.2% |
| 10Y | +336.7% | +114.5% | +222.2% | +246.8% |
| All | +8,187.2% | +15,327.0% | -7,139.8% | +2,829.8% |
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