+1,077.1%
JBL vs TDY
+6,969.6%
-5,892.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.0% | -1.9% | +0.9% | -0.1% |
| 30D | -15.1% | -12.5% | -2.6% | -9.3% |
| 3M | -14.0% | -0.8% | -13.2% | -13.4% |
| 6M | +20.6% | -9.0% | +29.6% | +27.0% |
| YTD | +32.9% | +16.8% | +16.1% | +23.9% |
| 1Y | +40.5% | +9.5% | +31.1% | +34.9% |
| 3Y | +183.7% | +45.4% | +138.3% | +136.5% |
| 5Y | +388.3% | +37.8% | +350.5% | +315.9% |
| 10Y | +1,464.9% | +470.2% | +994.7% | +595.2% |
| All | +1,077.1% | +6,969.6% | -5,892.6% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling