+1,525.1%
JBL vs TDY
+479.2%
+1,045.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.2% |
| 7D | +2.4% | -1.1% | +3.5% | +3.2% |
| 30D | -13.1% | -12.0% | -1.1% | -5.2% |
| 3M | -15.6% | -3.2% | -12.4% | -13.4% |
| 6M | +24.6% | -7.9% | +32.4% | +32.4% |
| YTD | +39.6% | +18.2% | +21.4% | +25.6% |
| 1Y | +48.6% | +6.7% | +42.0% | +42.7% |
| 3Y | +197.3% | +47.5% | +149.7% | +127.7% |
| 5Y | +413.0% | +39.5% | +373.5% | +302.0% |
| All | +1,525.1% | +479.2% | +1,045.8% | +559.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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