+413.7%
JBL vs TDY
+39.0%
+374.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -15.6% | -3.2% | -12.4% | -13.3% |
| 6M | +24.6% | -7.9% | +32.4% | +32.4% |
| YTD | +39.6% | +18.2% | +21.4% | +26.0% |
| 1Y | +48.6% | +6.7% | +42.0% | +43.0% |
| 3Y | +197.3% | +47.5% | +149.7% | +129.3% |
| All | +413.7% | +39.0% | +374.7% | +294.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling