+1,447.6%
JBL vs TMF
-86.8%
+1,534.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +4.4% | +1.0% | +3.4% | +4.5% |
| 30D | -8.4% | -1.8% | -6.6% | -8.6% |
| 3M | -14.2% | -8.2% | -5.9% | -14.9% |
| 6M | +29.6% | -19.5% | +49.1% | +26.6% |
| YTD | +37.1% | -16.0% | +53.0% | +34.7% |
| 1Y | +49.5% | -22.5% | +72.0% | +45.7% |
| 3Y | +192.7% | -42.3% | +234.9% | +180.0% |
| 5Y | +411.3% | -87.7% | +499.0% | +275.0% |
| 10Y | +1,447.6% | -86.5% | +1,534.1% | +1,241.2% |
| All | +1,447.6% | -86.8% | +1,534.4% | +1,241.2% |
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