+103.0%
MO vs TYL
+106.7%
-3.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.5% |
| 7D | -2.0% | -7.6% | +5.6% | -1.1% |
| 30D | -0.3% | +11.3% | -11.6% | -1.6% |
| 3M | -2.9% | +14.5% | -17.4% | -4.6% |
| 6M | +5.8% | -7.1% | +12.9% | +6.2% |
| YTD | +22.0% | -23.4% | +45.4% | +25.3% |
| 1Y | +10.7% | -38.6% | +49.2% | +16.8% |
| 3Y | +94.4% | -11.3% | +105.7% | +93.2% |
| 5Y | +97.2% | -28.0% | +125.1% | +98.5% |
| 10Y | +103.0% | +104.9% | -1.9% | +72.4% |
| All | +103.0% | +106.7% | -3.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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