-57.9%
JD vs TYL
-20.5%
-37.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.7% |
| 7D | +11.7% | +15.1% | -3.3% | +6.4% |
| 30D | +8.1% | +30.1% | -22.0% | -1.6% |
| 3M | -12.0% | +40.4% | -52.4% | -22.5% |
| 6M | -3.5% | +31.3% | -34.8% | -14.0% |
| YTD | +3.3% | -5.2% | +8.5% | +4.6% |
| 1Y | -7.4% | -6.6% | -0.8% | -5.8% |
| 3Y | +16.6% | +3.4% | +13.2% | +5.9% |
| 5Y | -57.9% | -19.3% | -38.6% | -56.2% |
| All | -57.9% | -20.5% | -37.3% | -56.2% |
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