+207.8%
JNJ vs TYL
+174.6%
+33.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +4.3% | +3.5% | +0.7% | +3.8% |
| 30D | +7.9% | +26.9% | -19.0% | +4.5% |
| 3M | +9.4% | +33.8% | -24.5% | +5.0% |
| 6M | +28.8% | +28.8% | 0.0% | +23.9% |
| YTD | +38.5% | -7.9% | +46.4% | +39.0% |
| 1Y | +54.6% | -9.8% | +64.4% | +55.6% |
| 3Y | +108.4% | +1.2% | +107.2% | +103.0% |
| 5Y | +99.6% | -22.8% | +122.4% | +102.7% |
| 10Y | +207.8% | +168.8% | +39.0% | +132.9% |
| All | +207.8% | +174.6% | +33.2% | +132.9% |
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