+1,643.1%
TSM vs MO
+154.9%
+1,488.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +6.2% | +3.3% | +2.9% | +6.0% |
| 30D | -7.3% | +7.5% | -14.8% | -7.8% |
| 3M | -7.1% | +22.8% | -29.9% | -8.8% |
| 6M | +0.2% | +13.4% | -13.1% | -1.3% |
| YTD | +32.2% | +43.0% | -10.8% | +25.4% |
| 1Y | +42.8% | +45.2% | -2.4% | +35.0% |
| 3Y | +330.4% | +145.5% | +184.9% | +252.4% |
| 5Y | +263.9% | +157.1% | +106.9% | +189.5% |
| All | +1,643.1% | +154.9% | +1,488.2% | +1,094.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling