+5,204.3%
JBL vs TMF
-68.9%
+5,273.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.6% |
| 7D | +3.0% | -1.4% | +4.5% | +2.7% |
| 30D | -8.3% | -2.8% | -5.4% | -8.7% |
| 3M | -16.9% | -10.9% | -6.0% | -18.8% |
| 6M | +21.8% | -21.3% | +43.1% | +15.9% |
| YTD | +36.3% | -15.9% | +52.2% | +31.7% |
| 1Y | +49.5% | -15.7% | +65.2% | +45.0% |
| 3Y | +170.6% | -43.4% | +214.0% | +148.3% |
| 5Y | +408.4% | -87.8% | +496.1% | +227.0% |
| 10Y | +1,450.4% | -86.7% | +1,537.1% | +1,071.5% |
| All | +5,204.3% | -68.9% | +5,273.2% | +7,450.2% |
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 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