+400.7%
JBL vs TYL
-25.2%
+425.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.3% |
| 7D | +3.0% | -3.7% | +6.7% | +3.7% |
| 30D | -8.3% | +18.7% | -27.0% | -11.6% |
| 3M | -16.9% | +18.1% | -35.0% | -20.6% |
| 6M | +21.8% | -1.1% | +22.9% | +21.3% |
| YTD | +36.3% | -19.8% | +56.1% | +44.5% |
| 1Y | +49.5% | -34.3% | +83.8% | +70.1% |
| 3Y | +170.6% | -8.2% | +178.9% | +156.3% |
| All | +400.7% | -25.2% | +425.9% | +392.1% |
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