+413.7%
JBL vs TNA
-23.3%
+437.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.7% |
| 7D | +2.4% | -7.3% | +9.7% | +5.1% |
| 30D | -13.1% | -14.2% | +1.1% | -8.5% |
| 3M | -15.6% | -4.6% | -11.0% | -14.2% |
| 6M | +24.6% | +36.9% | -12.4% | +11.9% |
| YTD | +39.6% | +42.5% | -2.9% | +23.2% |
| 1Y | +48.6% | +45.8% | +2.8% | +29.2% |
| 3Y | +197.3% | +104.7% | +92.6% | +108.8% |
| All | +413.7% | -23.3% | +437.0% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling