+479.1%
JPM vs TYL
+169.5%
+309.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.2% | +4.3% | -3.1% | +0.2% |
| 30D | +2.7% | +28.0% | -25.2% | -3.0% |
| 3M | -4.5% | +32.3% | -36.8% | -10.8% |
| 6M | +14.3% | +29.9% | -15.6% | +6.4% |
| YTD | +8.2% | -7.1% | +15.3% | +8.7% |
| 1Y | +10.0% | -9.2% | +19.2% | +11.1% |
| 3Y | +149.0% | +0.7% | +148.2% | +140.3% |
| 5Y | +131.0% | -21.1% | +152.1% | +133.4% |
| 10Y | +479.1% | +180.8% | +298.3% | +297.4% |
| All | +479.1% | +169.5% | +309.5% | +297.4% |
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