+1,757.1%
TSM vs MO
+114.1%
+1,643.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | +1.4% | +5.8% | -4.4% | +0.8% |
| 3M | +5.0% | -4.5% | +9.5% | +5.0% |
| 6M | +24.0% | +5.7% | +18.2% | +21.9% |
| YTD | +41.6% | +23.1% | +18.5% | +35.7% |
| 1Y | +66.2% | +10.9% | +55.3% | +61.6% |
| 3Y | +398.2% | +96.1% | +302.1% | +318.6% |
| 5Y | +277.6% | +100.1% | +177.5% | +211.1% |
| All | +1,757.1% | +114.1% | +1,643.1% | +1,251.0% |
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