+1,176.2%
JBL vs TYL
+183.3%
+993.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +10.0% | -1.6% | +11.6% | +10.4% |
| 30D | -18.2% | +22.1% | -40.3% | -23.2% |
| 3M | -29.0% | +33.4% | -62.3% | -35.6% |
| 6M | -25.9% | +36.8% | -62.7% | -34.8% |
| YTD | +14.1% | -6.7% | +20.8% | +13.9% |
| 1Y | +21.7% | -9.2% | +30.9% | +22.7% |
| 3Y | +103.8% | +1.2% | +102.7% | +87.3% |
| 5Y | +310.0% | -23.0% | +333.0% | +317.0% |
| All | +1,176.2% | +183.3% | +993.0% | +671.7% |
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 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