+54.3%
JD vs TYL
+360.6%
-306.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.5% |
| 7D | -1.7% | -3.7% | +2.0% | -0.2% |
| 30D | -13.2% | +18.7% | -31.9% | -19.6% |
| 3M | -3.2% | +18.1% | -21.3% | -10.9% |
| 6M | +15.2% | -1.1% | +16.3% | +13.3% |
| YTD | +2.0% | -19.8% | +21.8% | +8.7% |
| 1Y | -5.4% | -34.3% | +28.9% | +10.3% |
| 3Y | -9.1% | -8.2% | -0.9% | -13.4% |
| 5Y | -59.6% | -25.4% | -34.2% | -58.2% |
| 10Y | +26.2% | +115.6% | -89.3% | -22.5% |
| All | +54.3% | +360.6% | -306.2% | -24.4% |
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 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