+148.0%
MO vs TYL
-21.3%
+169.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.4% | +6.7% | -9.1% | -2.9% |
| 30D | +9.7% | +26.5% | -16.8% | +7.8% |
| 3M | +14.1% | +37.3% | -23.1% | +11.6% |
| 6M | +11.9% | +31.2% | -19.3% | +9.5% |
| YTD | +38.4% | -7.4% | +45.8% | +38.5% |
| 1Y | +41.9% | -9.6% | +51.5% | +42.2% |
| 3Y | +134.5% | +1.9% | +132.6% | +132.0% |
| All | +148.0% | -21.3% | +169.3% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling