+285.0%
TSM vs MO
+96.7%
+188.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | +4.8% | -2.4% | +7.2% | +4.2% |
| 30D | +4.0% | +3.6% | +0.5% | +5.0% |
| 3M | +2.0% | -3.7% | +5.7% | +1.6% |
| 6M | +25.5% | +4.5% | +21.0% | +26.6% |
| YTD | +44.0% | +21.5% | +22.5% | +47.9% |
| 1Y | +75.4% | +9.5% | +65.9% | +78.2% |
| 3Y | +406.7% | +93.6% | +313.2% | +410.1% |
| 5Y | +285.0% | +97.5% | +187.5% | +288.1% |
| All | +285.0% | +96.7% | +188.3% | +288.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling