+177.3%
JBL vs TLN
+710.8%
-533.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.3% |
| 7D | +6.3% | +11.0% | -4.7% | +2.7% |
| 30D | -13.5% | +4.9% | -18.4% | -15.0% |
| 3M | -31.3% | +4.9% | -36.2% | -32.7% |
| 6M | -28.4% | +7.1% | -35.6% | -30.9% |
| YTD | +11.6% | +0.3% | +11.3% | +8.8% |
| 1Y | +26.1% | +5.9% | +20.2% | +20.5% |
| 3Y | +97.4% | +578.5% | -481.1% | +12.0% |
| All | +177.3% | +710.8% | -533.5% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling