+46.2%
JHX vs TYL
-38.5%
+84.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +1.6% | -8.6% | +10.2% | +1.4% |
| 30D | -5.0% | +7.5% | -12.5% | -4.8% |
| 3M | +24.5% | +10.9% | +13.5% | +24.4% |
| 6M | +34.9% | -6.7% | +41.6% | +35.4% |
| YTD | +39.3% | -24.5% | +63.8% | +50.5% |
| All | +46.2% | -38.5% | +84.6% | +62.2% |
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 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