+506.0%
JPM vs TYL
+174.6%
+331.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.4% |
| 7D | +0.4% | +3.5% | -3.1% | -0.3% |
| 30D | +2.7% | +26.9% | -24.2% | -2.8% |
| 3M | -3.8% | +33.8% | -37.7% | -10.4% |
| 6M | +14.3% | +28.8% | -14.5% | +6.7% |
| YTD | +8.2% | -7.9% | +16.1% | +8.9% |
| 1Y | +11.0% | -9.8% | +20.7% | +12.2% |
| 3Y | +152.7% | +1.2% | +151.5% | +143.5% |
| 5Y | +130.8% | -22.8% | +153.6% | +134.5% |
| 10Y | +506.0% | +168.8% | +337.2% | +318.6% |
| All | +506.0% | +174.6% | +331.4% | +318.6% |
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