+1,859.5%
JBL vs TRI
+507.2%
+1,352.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.7% |
| 7D | +4.0% | -8.4% | +12.4% | +8.5% |
| 30D | -7.5% | -6.5% | -1.0% | -5.2% |
| 3M | -14.1% | +18.6% | -32.6% | -26.1% |
| 6M | +25.9% | -10.4% | +36.3% | +23.0% |
| YTD | +36.7% | -23.7% | +60.4% | +42.9% |
| 1Y | +49.0% | -42.5% | +91.5% | +86.1% |
| 3Y | +191.8% | -19.3% | +211.1% | +175.7% |
| 5Y | +409.8% | -9.7% | +419.4% | +338.9% |
| 10Y | +1,509.2% | +194.4% | +1,314.8% | +480.2% |
| All | +1,859.5% | +507.2% | +1,352.3% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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