+413.7%
JBL vs TCOM
+29.4%
+384.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | +2.4% | -4.9% | +7.3% | +3.4% |
| 30D | -13.1% | -14.4% | +1.3% | -10.7% |
| 3M | -15.6% | -17.7% | +2.1% | -12.9% |
| 6M | +24.6% | -25.1% | +49.7% | +31.0% |
| YTD | +39.6% | -45.7% | +85.3% | +55.2% |
| 1Y | +48.6% | -47.9% | +96.5% | +66.4% |
| 3Y | +197.3% | +8.9% | +188.3% | +178.1% |
| All | +413.7% | +29.4% | +384.3% | +321.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling