+134.5%
MO vs TYL
+2.6%
+131.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.4% | +6.7% | -9.1% | -3.0% |
| 30D | +9.7% | +26.5% | -16.8% | +7.6% |
| 3M | +14.1% | +37.3% | -23.1% | +11.3% |
| 6M | +11.9% | +31.2% | -19.3% | +9.2% |
| YTD | +38.4% | -7.4% | +45.8% | +39.2% |
| 1Y | +41.9% | -9.6% | +51.5% | +43.0% |
| 3Y | +134.5% | +1.9% | +132.6% | +123.4% |
| All | +134.5% | +2.6% | +131.9% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling