+1,148.2%
JBL vs TMF
-82.1%
+1,230.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.3% |
| 7D | +6.3% | -9.3% | +15.6% | +5.2% |
| 30D | -13.5% | +1.9% | -15.4% | -13.2% |
| 3M | -31.3% | -11.2% | -20.1% | -32.0% |
| 6M | -28.4% | -17.7% | -10.7% | -29.8% |
| YTD | +11.6% | -24.5% | +36.0% | +8.5% |
| 1Y | +26.1% | -29.4% | +55.6% | +21.8% |
| 3Y | +97.4% | -33.4% | +130.8% | +93.3% |
| 5Y | +301.0% | -88.7% | +389.7% | +188.8% |
| All | +1,148.2% | -82.1% | +1,230.3% | +987.4% |
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