+1,525.1%
JBL vs TRMB
+121.9%
+1,403.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.2% |
| 7D | +2.4% | -3.0% | +5.5% | +4.2% |
| 30D | -13.1% | +2.3% | -15.4% | -14.7% |
| 3M | -15.6% | +15.3% | -30.9% | -23.7% |
| 6M | +24.6% | -14.7% | +39.3% | +33.1% |
| YTD | +39.6% | -26.4% | +66.0% | +61.5% |
| 1Y | +48.6% | -30.4% | +79.0% | +77.7% |
| 3Y | +197.3% | +13.5% | +183.7% | +159.1% |
| 5Y | +413.0% | -38.6% | +451.6% | +527.9% |
| All | +1,525.1% | +121.9% | +1,403.2% | +828.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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