+303.6%
JBL vs TYL
-23.0%
+326.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.3% | +0.8% | +5.5% | +6.2% |
| 30D | -13.5% | +21.1% | -34.6% | -16.4% |
| 3M | -31.3% | +28.9% | -60.2% | -34.7% |
| 6M | -28.4% | +42.0% | -70.5% | -34.4% |
| YTD | +11.6% | -6.6% | +18.2% | +15.0% |
| 1Y | +26.1% | -9.1% | +35.2% | +31.2% |
| 3Y | +97.4% | +1.8% | +95.5% | +86.2% |
| All | +303.6% | -23.0% | +326.7% | +322.4% |
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