+1,150.1%
JBL vs TMF
-82.2%
+1,232.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.5% |
| 7D | -8.1% | -1.1% | -7.0% | -8.1% |
| 30D | -18.4% | +11.8% | -30.2% | -17.4% |
| 3M | -25.8% | -4.0% | -21.7% | -25.9% |
| 6M | -29.6% | -16.5% | -13.1% | -30.8% |
| YTD | +9.6% | -19.9% | +29.5% | +7.3% |
| 1Y | +14.1% | -25.6% | +39.6% | +10.7% |
| 3Y | +95.9% | -29.9% | +125.8% | +92.9% |
| 5Y | +298.3% | -88.2% | +386.6% | +187.3% |
| 10Y | +1,150.1% | -81.7% | +1,231.8% | +986.6% |
| All | +1,150.1% | -82.2% | +1,232.3% | +986.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling