+55.5%
JHX vs TYL
-34.2%
+89.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.5% |
| 7D | +1.5% | -3.7% | +5.2% | +1.4% |
| 30D | +7.2% | +18.7% | -11.6% | +7.5% |
| 3M | +29.9% | +18.1% | +11.8% | +30.0% |
| 6M | +35.4% | -1.1% | +36.5% | +36.1% |
| YTD | +46.5% | -19.8% | +66.3% | +58.7% |
| 1Y | +55.5% | -34.3% | +89.8% | +76.1% |
| All | +55.5% | -34.2% | +89.7% | +76.1% |
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