+41,936.4%
JBL vs TYL
+7,180.6%
+34,755.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.1% |
| 7D | +3.0% | -3.7% | +6.7% | +3.6% |
| 30D | -8.3% | +18.7% | -27.0% | -10.8% |
| 3M | -16.9% | +18.1% | -35.0% | -19.6% |
| 6M | +21.8% | -1.1% | +22.9% | +20.3% |
| YTD | +36.3% | -19.8% | +56.1% | +38.3% |
| 1Y | +49.5% | -34.3% | +83.8% | +56.1% |
| 3Y | +170.6% | -8.2% | +178.9% | +166.4% |
| 5Y | +408.4% | -25.4% | +433.8% | +414.0% |
| 10Y | +1,450.4% | +115.6% | +1,334.8% | +1,249.4% |
| All | +41,936.4% | +7,180.6% | +34,755.8% | +24,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling