+1,525.1%
JBL vs TAP
-49.9%
+1,574.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.7% |
| 7D | +2.4% | -3.9% | +6.3% | +3.6% |
| 30D | -13.1% | -5.3% | -7.9% | -12.0% |
| 3M | -15.6% | -3.8% | -11.8% | -15.5% |
| 6M | +24.6% | -11.4% | +35.9% | +27.6% |
| YTD | +39.6% | -13.7% | +53.3% | +43.4% |
| 1Y | +48.6% | -17.2% | +65.8% | +54.1% |
| 3Y | +197.3% | -33.1% | +230.3% | +225.5% |
| 5Y | +413.0% | +0.8% | +412.2% | +360.6% |
| All | +1,525.1% | -49.9% | +1,574.9% | +1,479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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