+32,261.4%
JBL vs TYL
+8,311.2%
+23,950.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | -12.3% | +6.7% | -19.0% | -13.2% |
| 30D | -20.2% | +26.5% | -46.7% | -23.1% |
| 3M | -30.6% | +37.3% | -67.9% | -34.2% |
| 6M | -35.8% | +31.2% | -66.9% | -39.3% |
| YTD | +4.9% | -7.4% | +12.3% | +3.7% |
| 1Y | +11.3% | -9.6% | +20.9% | +10.4% |
| 3Y | +89.1% | +1.9% | +87.2% | +82.6% |
| 5Y | +272.1% | -21.1% | +293.2% | +271.3% |
| 10Y | +1,150.2% | +171.8% | +978.4% | +948.2% |
| All | +32,261.4% | +8,311.2% | +23,950.2% | +18,462.0% |
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 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