+388.3%
JBL vs TRMB
-39.6%
+428.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -1.0% | -5.4% | +4.4% | +1.8% |
| 30D | -15.1% | -2.0% | -13.1% | -14.7% |
| 3M | -14.0% | +12.3% | -26.4% | -20.6% |
| 6M | +20.6% | -17.6% | +38.2% | +31.1% |
| YTD | +32.9% | -27.5% | +60.3% | +54.2% |
| 1Y | +40.5% | -29.1% | +69.6% | +65.1% |
| 3Y | +183.7% | +11.5% | +172.3% | +153.5% |
| 5Y | +388.3% | -39.5% | +427.8% | +483.7% |
| All | +388.3% | -39.6% | +428.0% | +483.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling