+239.7%
JBL vs TLN
+589.3%
-349.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +4.0% | +5.8% | -1.8% | +2.1% |
| 30D | -7.5% | -6.9% | -0.6% | -5.3% |
| 3M | -14.1% | -10.9% | -3.2% | -11.5% |
| 6M | +25.9% | -4.6% | +30.5% | +26.4% |
| YTD | +36.7% | -14.7% | +51.4% | +40.9% |
| 1Y | +49.0% | -17.9% | +66.9% | +54.8% |
| 3Y | +191.8% | +483.9% | -292.1% | +75.2% |
| All | +239.7% | +589.3% | -349.7% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling