+41,936.4%
JBL vs TAP
+861.0%
+41,075.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.0% | -2.3% | +5.3% | +3.5% |
| 30D | -8.3% | -2.1% | -6.1% | -8.1% |
| 3M | -16.9% | +6.6% | -23.5% | -18.5% |
| 6M | +21.8% | -11.5% | +33.3% | +23.7% |
| YTD | +36.3% | -10.3% | +46.6% | +37.7% |
| 1Y | +49.5% | -14.4% | +63.9% | +52.0% |
| 3Y | +170.6% | -28.3% | +198.9% | +182.0% |
| 5Y | +408.4% | +1.7% | +406.7% | +388.1% |
| 10Y | +1,450.4% | -49.2% | +1,499.6% | +1,528.9% |
| All | +41,936.4% | +861.0% | +41,075.5% | +50,166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling