+191.0%
JBL vs TAP
-33.0%
+224.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.4% |
| 7D | +4.0% | -5.1% | +9.1% | +3.6% |
| 30D | -7.5% | -8.4% | +1.0% | -8.0% |
| 3M | -14.1% | -3.9% | -10.1% | -14.3% |
| 6M | +25.9% | -14.4% | +40.3% | +26.1% |
| YTD | +36.7% | -14.7% | +51.4% | +36.5% |
| 1Y | +49.0% | -18.7% | +67.7% | +49.5% |
| All | +191.0% | -33.0% | +224.0% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling