+110.0%
JHX vs TYL
+183.3%
-73.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -3.8% | -1.6% | -2.3% | -3.3% |
| 30D | +11.7% | +22.1% | -10.4% | +4.0% |
| 3M | -10.7% | +33.4% | -44.0% | -19.9% |
| 6M | +36.5% | +36.8% | -0.3% | +19.8% |
| YTD | +32.8% | -6.7% | +39.5% | +33.1% |
| 1Y | +62.5% | -9.2% | +71.7% | +64.9% |
| 3Y | -5.7% | +1.2% | -6.9% | -11.4% |
| 5Y | -32.2% | -23.0% | -9.2% | -30.5% |
| All | +110.0% | +183.3% | -73.3% | +42.5% |
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