+411.3%
JBL vs TAP
0.0%
+411.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.0% |
| 7D | +4.4% | -2.3% | +6.7% | +4.7% |
| 30D | -8.4% | -9.4% | +1.0% | -7.5% |
| 3M | -14.2% | -0.8% | -13.4% | -14.7% |
| 6M | +29.6% | -14.7% | +44.4% | +32.3% |
| YTD | +37.1% | -13.9% | +51.0% | +39.0% |
| 1Y | +49.5% | -18.6% | +68.1% | +53.3% |
| 3Y | +192.7% | -32.0% | +224.7% | +209.6% |
| 5Y | +411.3% | -1.0% | +412.3% | +342.5% |
| All | +411.3% | 0.0% | +411.4% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling