+1.2%
JHX vs TYL
-10.9%
+12.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.1% |
| 7D | +4.5% | -7.6% | +12.1% | +5.7% |
| 30D | -1.2% | +11.3% | -12.5% | -2.9% |
| 3M | +32.8% | +14.5% | +18.3% | +29.4% |
| 6M | +41.2% | -7.1% | +48.3% | +43.0% |
| YTD | +43.9% | -23.4% | +67.3% | +55.2% |
| 1Y | +48.0% | -38.6% | +86.6% | +72.7% |
| 3Y | +1.2% | -11.3% | +12.5% | -2.2% |
| All | +1.2% | -10.9% | +12.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling