+1,447.0%
JBL vs TYL
+100.8%
+1,346.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -1.0% | -11.5% | +10.5% | +2.6% |
| 30D | -15.1% | +3.9% | -19.0% | -16.5% |
| 3M | -14.0% | +10.8% | -24.8% | -18.4% |
| 6M | +20.6% | -5.3% | +25.9% | +19.5% |
| YTD | +32.9% | -26.1% | +59.0% | +43.1% |
| 1Y | +40.5% | -38.5% | +79.1% | +62.8% |
| 3Y | +183.7% | -14.5% | +198.2% | +172.1% |
| 5Y | +388.3% | -28.9% | +417.2% | +396.2% |
| All | +1,447.0% | +100.8% | +1,346.2% | +952.3% |
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