+238.8%
JBL vs TLN
+583.6%
-344.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.3% |
| 7D | +3.0% | +7.1% | -4.0% | +0.8% |
| 30D | -8.3% | -3.9% | -4.4% | -7.0% |
| 3M | -16.9% | -16.2% | -0.7% | -12.8% |
| 6M | +21.8% | -5.8% | +27.6% | +22.8% |
| YTD | +36.3% | -15.4% | +51.7% | +41.0% |
| 1Y | +49.5% | -16.7% | +66.2% | +54.7% |
| 3Y | +170.6% | +473.8% | -303.1% | +63.6% |
| All | +238.8% | +583.6% | -344.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling