+23.7%
JBL vs TYL
-10.1%
+33.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.7% | -9.5% | -3.2% |
| 7D | -11.1% | +17.3% | -28.4% | -5.8% |
| 30D | -14.1% | +28.9% | -43.0% | -6.0% |
| 3M | -23.9% | +35.1% | -59.0% | -15.1% |
| 6M | -24.1% | +29.3% | -53.4% | -14.4% |
| YTD | +13.5% | -6.8% | +20.3% | +20.8% |
| 1Y | +23.7% | -9.9% | +33.6% | +31.7% |
| All | +23.7% | -10.1% | +33.8% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling