+14.1%
JBL vs TMF
-25.6%
+39.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -8.1% | -1.1% | -7.0% | -8.0% |
| 30D | -18.4% | +11.8% | -30.2% | -20.9% |
| 3M | -25.8% | -4.0% | -21.7% | -25.0% |
| 6M | -29.6% | -16.5% | -13.1% | -26.0% |
| YTD | +9.6% | -19.9% | +29.5% | +15.8% |
| 1Y | +14.1% | -25.6% | +39.6% | +22.3% |
| All | +14.1% | -25.6% | +39.6% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling