+9.1%
JPM vs TYL
-9.8%
+18.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | +3.4% | +22.1% | -18.7% | +2.9% |
| 3M | -5.7% | +33.4% | -39.0% | -6.4% |
| 6M | +13.5% | +36.8% | -23.3% | +12.2% |
| YTD | +8.4% | -6.7% | +15.1% | +10.2% |
| 1Y | +9.1% | -9.2% | +18.3% | +11.9% |
| All | +9.1% | -9.8% | +18.8% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling