+97.4%
JBL vs TRMB
+34.0%
+63.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | +6.3% | +2.8% | +3.5% | +5.1% |
| 30D | -13.5% | -5.9% | -7.6% | -12.1% |
| 3M | -31.3% | -3.3% | -28.0% | -31.4% |
| 6M | -28.4% | +1.3% | -29.8% | -30.9% |
| YTD | +11.6% | -29.0% | +40.6% | +30.7% |
| 1Y | +26.1% | -27.8% | +53.9% | +45.8% |
| 3Y | +97.4% | +36.3% | +61.0% | +64.8% |
| All | +97.4% | +34.0% | +63.4% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling