+183.0%
JBL vs TCOM
+7.1%
+175.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -1.0% | -6.5% | +5.5% | +0.1% |
| 30D | -15.1% | -16.2% | +1.2% | -12.7% |
| 3M | -14.0% | -19.3% | +5.3% | -11.3% |
| 6M | +20.6% | -27.2% | +47.8% | +27.1% |
| YTD | +32.9% | -46.2% | +79.1% | +46.6% |
| 1Y | +40.5% | -46.6% | +87.1% | +55.2% |
| All | +183.0% | +7.1% | +175.9% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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