+146.1%
MO vs TYL
+169.5%
-23.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.8% | +4.3% | -5.1% | -1.3% |
| 30D | +6.5% | +28.0% | -21.4% | +3.4% |
| 3M | +18.3% | +32.3% | -14.0% | +14.4% |
| 6M | +15.6% | +29.9% | -14.3% | +11.7% |
| YTD | +38.8% | -7.1% | +45.9% | +39.1% |
| 1Y | +41.6% | -9.2% | +50.8% | +42.3% |
| 3Y | +138.2% | +0.7% | +137.5% | +133.6% |
| 5Y | +150.5% | -21.1% | +171.5% | +151.4% |
| 10Y | +146.1% | +180.8% | -34.7% | +98.7% |
| All | +146.1% | +169.5% | -23.5% | +98.7% |
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