+26.1%
JBL vs TLN
+1.6%
+24.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.0% |
| 7D | +6.3% | +11.0% | -4.7% | +1.9% |
| 30D | -13.5% | +4.9% | -18.4% | -15.4% |
| 3M | -31.3% | +4.9% | -36.2% | -33.1% |
| 6M | -28.4% | +7.1% | -35.6% | -31.6% |
| YTD | +11.6% | +0.3% | +11.3% | +6.8% |
| 1Y | +26.1% | +5.9% | +20.2% | +19.6% |
| All | +26.1% | +1.6% | +24.5% | +19.6% |
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