+23.7%
JBL vs TLN
-17.6%
+41.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.5% | +3.7% | -1.3% |
| 7D | -11.1% | -6.0% | -5.1% | -8.9% |
| 30D | -14.1% | -1.5% | -12.5% | -13.8% |
| 3M | -23.9% | -3.9% | -20.0% | -23.0% |
| 6M | -24.1% | -15.0% | -9.1% | -20.4% |
| YTD | +13.5% | -12.8% | +26.3% | +15.0% |
| 1Y | +23.7% | -17.3% | +41.0% | +28.8% |
| All | +23.7% | -17.6% | +41.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling