+34,313.4%
JBL vs TAP
+869.0%
+33,444.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.8% |
| 7D | +6.3% | +1.3% | +5.1% | +6.0% |
| 30D | -13.5% | +5.7% | -19.2% | -14.8% |
| 3M | -31.3% | -1.9% | -29.4% | -31.5% |
| 6M | -28.4% | +0.9% | -29.4% | -29.4% |
| YTD | +11.6% | -9.5% | +21.1% | +12.0% |
| 1Y | +26.1% | -9.0% | +35.1% | +26.3% |
| 3Y | +97.4% | -22.2% | +119.6% | +101.3% |
| 5Y | +301.0% | +1.2% | +299.8% | +283.8% |
| 10Y | +1,151.1% | -46.1% | +1,197.2% | +1,195.9% |
| All | +34,313.4% | +869.0% | +33,444.3% | +40,782.3% |
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