+49.5%
JBL vs TYL
-37.9%
+87.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | -0.8% |
| 7D | +4.4% | -7.6% | +12.0% | +2.0% |
| 30D | -8.4% | +11.3% | -19.8% | -5.2% |
| 3M | -14.2% | +14.5% | -28.7% | -9.7% |
| 6M | +29.6% | -7.1% | +36.8% | +34.9% |
| YTD | +37.1% | -23.4% | +60.5% | +36.1% |
| 1Y | +49.5% | -38.6% | +88.0% | +41.0% |
| All | +49.5% | -37.9% | +87.4% | +41.0% |
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