+192.7%
JBL vs TLN
+494.5%
-301.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | +4.4% | +10.9% | -6.5% | +1.0% |
| 30D | -8.4% | -6.3% | -2.1% | -6.5% |
| 3M | -14.2% | -10.7% | -3.5% | -11.7% |
| 6M | +29.6% | +1.6% | +28.0% | +27.7% |
| YTD | +37.1% | -13.1% | +50.2% | +40.5% |
| 1Y | +49.5% | -15.1% | +64.5% | +53.7% |
| 3Y | +192.7% | +495.0% | -302.3% | +89.2% |
| All | +192.7% | +494.5% | -301.8% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling