+1,069.2%
JBL vs TENB
-9.4%
+1,078.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +6.5% |
| 7D | +2.4% | -12.1% | +14.5% | +5.5% |
| 30D | -13.1% | -18.6% | +5.5% | -9.3% |
| 3M | -15.6% | +12.1% | -27.6% | -19.6% |
| 6M | +24.6% | +46.8% | -22.2% | +9.0% |
| YTD | +39.6% | +28.0% | +11.6% | +25.7% |
| 1Y | +48.6% | -1.4% | +50.0% | +43.6% |
| 3Y | +197.3% | -33.9% | +231.2% | +212.7% |
| 5Y | +413.0% | -34.6% | +447.6% | +409.4% |
| All | +1,069.2% | -9.4% | +1,078.7% | +776.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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