+48.6%
JBL vs TRMB
-28.6%
+77.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.9% |
| 7D | +2.4% | -3.0% | +5.5% | +2.8% |
| 30D | -13.1% | +2.3% | -15.4% | -13.5% |
| 3M | -15.6% | +15.3% | -30.9% | -18.6% |
| 6M | +24.6% | -14.7% | +39.3% | +31.3% |
| YTD | +39.6% | -26.4% | +66.0% | +57.6% |
| 1Y | +48.6% | -30.4% | +79.0% | +72.9% |
| All | +48.6% | -28.6% | +77.2% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling