+1,525.1%
JBL vs TNA
+86.1%
+1,439.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.7% |
| 7D | +2.4% | -7.3% | +9.7% | +5.2% |
| 30D | -13.1% | -14.2% | +1.1% | -8.2% |
| 3M | -15.6% | -4.6% | -11.0% | -14.2% |
| 6M | +24.6% | +36.9% | -12.4% | +10.9% |
| YTD | +39.6% | +42.5% | -2.9% | +21.8% |
| 1Y | +48.6% | +45.8% | +2.8% | +27.4% |
| 3Y | +197.3% | +104.7% | +92.6% | +100.3% |
| 5Y | +413.0% | -21.7% | +434.7% | +330.5% |
| All | +1,525.1% | +86.1% | +1,439.0% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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