+2,401.5%
JHX vs TYL
+11,835.4%
-9,433.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.6% |
| 7D | +1.5% | -3.7% | +5.2% | +2.4% |
| 30D | +7.2% | +18.7% | -11.6% | +2.4% |
| 3M | +29.9% | +18.1% | +11.8% | +23.7% |
| 6M | +35.4% | -1.1% | +36.5% | +33.8% |
| YTD | +46.5% | -19.8% | +66.3% | +51.5% |
| 1Y | +55.5% | -34.3% | +89.8% | +69.5% |
| 3Y | -0.4% | -8.2% | +7.8% | -1.7% |
| 5Y | -23.3% | -25.4% | +2.1% | -21.3% |
| 10Y | +111.1% | +115.6% | -4.4% | +68.8% |
| All | +2,401.5% | +11,835.4% | -9,433.9% | +1,211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling