+1,525.1%
JBL vs TD
+306.3%
+1,218.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.5% |
| 7D | +2.4% | -0.5% | +3.0% | +2.9% |
| 30D | -13.1% | -1.9% | -11.2% | -11.7% |
| 3M | -15.6% | +4.8% | -20.3% | -18.7% |
| 6M | +24.6% | +28.0% | -3.4% | +2.4% |
| YTD | +39.6% | +30.3% | +9.3% | +13.0% |
| 1Y | +48.6% | +59.8% | -11.2% | +1.9% |
| 3Y | +197.3% | +124.7% | +72.6% | +50.6% |
| 5Y | +413.0% | +127.0% | +286.0% | +154.5% |
| All | +1,525.1% | +306.3% | +1,218.8% | +459.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling