+32.5%
JD vs TYL
+169.5%
-137.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +5.2% | +4.3% | +0.9% | +3.4% |
| 30D | +4.5% | +28.0% | -23.4% | -5.8% |
| 3M | -15.4% | +32.3% | -47.8% | -25.3% |
| 6M | -6.0% | +29.9% | -35.9% | -17.6% |
| YTD | +2.2% | -7.1% | +9.3% | +2.5% |
| 1Y | -6.7% | -9.2% | +2.6% | -5.5% |
| 3Y | +20.5% | +0.7% | +19.8% | +10.7% |
| 5Y | -58.4% | -21.1% | -37.4% | -57.8% |
| 10Y | +32.5% | +180.8% | -148.3% | -24.6% |
| All | +32.5% | +169.5% | -137.1% | -24.6% |
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