+99.6%
JHX vs TYL
+100.8%
-1.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.7% |
| 7D | -4.9% | -11.5% | +6.7% | -0.7% |
| 30D | -9.3% | +3.9% | -13.2% | -10.8% |
| 3M | +28.1% | +10.8% | +17.3% | +22.1% |
| 6M | +35.2% | -5.3% | +40.5% | +35.1% |
| YTD | +35.9% | -26.1% | +62.0% | +48.3% |
| 1Y | +42.5% | -38.5% | +81.1% | +68.3% |
| 3Y | -4.5% | -14.5% | +10.0% | -5.2% |
| 5Y | -27.1% | -28.9% | +1.8% | -24.1% |
| All | +99.6% | +100.8% | -1.1% | +56.4% |
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 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