+155.3%
JPM vs TYL
-25.2%
+180.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.2% |
| 7D | +0.3% | -3.7% | +4.0% | +1.0% |
| 30D | -0.2% | +18.7% | -18.9% | -3.4% |
| 3M | +15.9% | +18.1% | -2.3% | +11.8% |
| 6M | +20.9% | -1.1% | +22.1% | +20.6% |
| YTD | +12.9% | -19.8% | +32.7% | +17.3% |
| 1Y | +20.3% | -34.3% | +54.6% | +30.8% |
| 3Y | +160.9% | -8.2% | +169.2% | +158.3% |
| All | +155.3% | -25.2% | +180.5% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling