+3,983.5%
JBL vs TMF
-69.2%
+4,052.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.1% |
| 7D | -12.3% | +1.2% | -13.5% | -12.1% |
| 30D | -20.2% | +19.7% | -39.9% | -17.0% |
| 3M | -30.6% | -2.1% | -28.5% | -30.6% |
| 6M | -35.8% | -13.4% | -22.3% | -37.4% |
| YTD | +4.9% | -16.7% | +21.7% | +1.5% |
| 1Y | +11.3% | -23.3% | +34.6% | +5.8% |
| 3Y | +89.1% | -24.8% | +113.9% | +85.5% |
| 5Y | +272.1% | -88.0% | +360.1% | +137.4% |
| 10Y | +1,150.2% | -84.7% | +1,234.9% | +891.0% |
| All | +3,983.5% | -69.2% | +4,052.7% | +5,717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling