+7,179.4%
JBL vs TNA
+944.8%
+6,234.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +1.3% |
| 7D | +4.0% | -3.6% | +7.6% | +5.4% |
| 30D | -7.5% | -10.1% | +2.6% | -3.7% |
| 3M | -14.1% | +2.7% | -16.8% | -15.0% |
| 6M | +25.9% | +38.4% | -12.5% | +10.5% |
| YTD | +36.7% | +45.4% | -8.8% | +17.0% |
| 1Y | +49.0% | +55.9% | -7.0% | +22.7% |
| 3Y | +191.8% | +109.8% | +82.0% | +88.2% |
| 5Y | +409.8% | -22.5% | +432.3% | +318.4% |
| 10Y | +1,509.2% | +87.5% | +1,421.7% | +558.4% |
| All | +7,179.4% | +944.8% | +6,234.7% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling