+48.6%
JBL vs TLN
-23.3%
+71.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.7% | +4.9% |
| 7D | +2.4% | -1.3% | +3.8% | +3.0% |
| 30D | -13.1% | -14.3% | +1.2% | -7.6% |
| 3M | -15.6% | -9.3% | -6.3% | -13.4% |
| 6M | +24.6% | -1.1% | +25.7% | +23.2% |
| YTD | +39.6% | -16.6% | +56.2% | +44.8% |
| 1Y | +48.6% | -22.0% | +70.6% | +54.6% |
| All | +48.6% | -23.3% | +71.9% | +54.6% |
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