+411.2%
TSM vs MO
+93.8%
+317.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +1.9% |
| 7D | +6.0% | -2.0% | +8.1% | +5.0% |
| 30D | +4.5% | -0.3% | +4.8% | +4.7% |
| 3M | +3.1% | -2.9% | +6.0% | +2.7% |
| 6M | +30.2% | +5.8% | +24.4% | +34.8% |
| YTD | +45.2% | +22.0% | +23.2% | +59.6% |
| 1Y | +79.6% | +10.7% | +68.9% | +89.6% |
| All | +411.2% | +93.8% | +317.5% | +547.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling