-24.7%
JHX vs TYL
-21.6%
-3.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | +6.6% | +4.3% | +2.3% | +5.2% |
| 30D | +15.6% | +28.0% | -12.3% | +7.4% |
| 3M | -4.5% | +32.3% | -36.9% | -12.6% |
| 6M | +38.5% | +29.9% | +8.6% | +26.3% |
| YTD | +40.0% | -7.1% | +47.1% | +42.9% |
| 1Y | +67.0% | -9.2% | +76.2% | +72.0% |
| 3Y | -0.6% | +0.7% | -1.3% | -5.5% |
| All | -24.7% | -21.6% | -3.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling