+13,957.4%
TSM vs MO
+3,655.8%
+10,301.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +6.0% | -2.0% | +8.1% | +6.5% |
| 30D | +4.5% | -0.3% | +4.8% | +4.4% |
| 3M | +3.1% | -2.9% | +6.0% | +2.9% |
| 6M | +30.2% | +5.8% | +24.4% | +26.9% |
| YTD | +45.2% | +22.0% | +23.2% | +36.6% |
| 1Y | +79.6% | +10.7% | +68.9% | +72.2% |
| 3Y | +411.0% | +94.4% | +316.6% | +316.8% |
| 5Y | +290.7% | +97.2% | +193.5% | +213.6% |
| 10Y | +1,753.6% | +103.0% | +1,650.6% | +1,330.5% |
| All | +13,957.4% | +3,655.8% | +10,301.6% | +4,753.7% |
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 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