+326.9%
JCI vs TYL
+115.8%
+211.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.8% |
| 7D | +3.8% | -3.7% | +7.5% | +4.7% |
| 30D | -5.7% | +18.7% | -24.4% | -9.6% |
| 3M | -1.4% | +18.1% | -19.5% | -6.0% |
| 6M | +4.1% | -1.1% | +5.3% | +3.1% |
| YTD | +21.7% | -19.8% | +41.6% | +26.9% |
| 1Y | +36.1% | -34.3% | +70.5% | +50.6% |
| 3Y | +154.4% | -8.2% | +162.7% | +150.1% |
| 5Y | +112.0% | -25.4% | +137.4% | +116.8% |
| All | +326.9% | +115.8% | +211.1% | +216.4% |
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 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