-9.7%
JD vs TYL
-10.1%
+0.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.6% | +2.8% |
| 7D | +9.0% | +17.3% | -8.3% | +8.1% |
| 30D | +5.2% | +28.9% | -23.7% | +4.0% |
| 3M | -15.9% | +35.1% | -51.0% | -17.0% |
| 6M | -7.7% | +29.3% | -37.0% | -8.9% |
| YTD | +0.1% | -6.8% | +6.8% | +1.9% |
| 1Y | -9.7% | -9.9% | +0.2% | -8.1% |
| All | -9.7% | -10.1% | +0.3% | -8.1% |
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