+145.5%
MO vs TYL
+1.3%
+144.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | +7.5% | +21.1% | -13.6% | +5.8% |
| 3M | +22.8% | +28.9% | -6.1% | +20.2% |
| 6M | +13.4% | +42.0% | -28.7% | +10.3% |
| YTD | +43.0% | -6.6% | +49.6% | +43.7% |
| 1Y | +45.2% | -9.1% | +54.3% | +46.3% |
| 3Y | +145.5% | +1.8% | +143.7% | +134.5% |
| All | +145.5% | +1.3% | +144.2% | +134.5% |
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