+304.3%
JCI vs TYL
+168.7%
+135.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | -9.4% | +6.7% | -16.1% | -10.7% |
| 30D | -13.4% | +26.5% | -39.9% | -18.0% |
| 3M | -12.4% | +37.3% | -49.7% | -19.1% |
| 6M | -5.1% | +31.2% | -36.3% | -12.4% |
| YTD | +13.7% | -7.4% | +21.1% | +14.3% |
| 1Y | +11.4% | -9.6% | +21.0% | +12.7% |
| 3Y | +175.9% | +1.9% | +174.0% | +165.1% |
| 5Y | +98.4% | -21.1% | +119.5% | +100.5% |
| All | +304.3% | +168.7% | +135.7% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling