+2,149.4%
JCI vs TYL
+14,564.8%
-12,415.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.9% |
| 7D | -9.4% | +6.7% | -16.1% | -10.0% |
| 30D | -13.4% | +26.5% | -39.9% | -15.5% |
| 3M | -12.4% | +37.3% | -49.7% | -15.3% |
| 6M | -5.1% | +31.2% | -36.3% | -8.3% |
| YTD | +13.7% | -7.4% | +21.1% | +13.1% |
| 1Y | +11.4% | -9.6% | +21.0% | +11.0% |
| 3Y | +175.9% | +1.9% | +174.0% | +171.1% |
| 5Y | +98.4% | -21.1% | +119.5% | +98.5% |
| 10Y | +311.2% | +171.8% | +139.4% | +266.9% |
| All | +2,149.4% | +14,564.8% | -12,415.4% | +1,267.3% |
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 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