+1,436.7%
JBL vs TCOM
+2,658.7%
-1,221.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +4.4% | -7.6% | +12.0% | +6.3% |
| 30D | -8.4% | -12.2% | +3.8% | -5.8% |
| 3M | -14.2% | -14.2% | 0.0% | -11.6% |
| 6M | +29.6% | -25.0% | +54.6% | +37.9% |
| YTD | +37.1% | -43.7% | +80.8% | +55.2% |
| 1Y | +49.5% | -44.5% | +94.0% | +69.8% |
| 3Y | +192.7% | +13.4% | +179.3% | +167.9% |
| 5Y | +411.3% | +26.5% | +384.9% | +323.0% |
| 10Y | +1,447.6% | -10.3% | +1,457.9% | +1,215.9% |
| All | +1,436.7% | +2,658.7% | -1,221.9% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling