+16.1%
JCI vs TYL
-8.1%
+24.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | 0.0% |
| 7D | -5.9% | +4.3% | -10.2% | -4.6% |
| 30D | -10.4% | +28.0% | -38.3% | -4.1% |
| 3M | -6.1% | +32.3% | -38.4% | +1.5% |
| 6M | +1.7% | +29.9% | -28.2% | +10.6% |
| YTD | +18.9% | -7.1% | +26.0% | +19.3% |
| 1Y | +16.1% | -9.2% | +25.3% | +16.3% |
| All | +16.1% | -8.1% | +24.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling