-57.1%
JD vs TYL
-21.3%
-35.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | +13.4% | +6.7% | +6.7% | +10.8% |
| 30D | +7.7% | +26.5% | -18.8% | -1.1% |
| 3M | -11.3% | +37.3% | -48.6% | -21.3% |
| 6M | -5.1% | +31.2% | -36.3% | -15.5% |
| YTD | +5.0% | -7.4% | +12.4% | +7.1% |
| 1Y | -5.6% | -9.6% | +3.9% | -2.9% |
| 3Y | +17.8% | +1.9% | +15.9% | +7.2% |
| All | -57.1% | -21.3% | -35.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling