+34,313.4%
JBL vs TRMB
+3,827.5%
+30,485.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.3% | +2.8% | +3.5% | +5.3% |
| 30D | -13.5% | -5.9% | -7.6% | -12.1% |
| 3M | -31.3% | -3.3% | -28.0% | -31.2% |
| 6M | -28.4% | +1.3% | -29.8% | -30.1% |
| YTD | +11.6% | -29.0% | +40.6% | +23.0% |
| 1Y | +26.1% | -27.8% | +53.9% | +38.1% |
| 3Y | +97.4% | +36.3% | +61.0% | +71.9% |
| 5Y | +301.0% | -35.8% | +336.8% | +350.5% |
| 10Y | +1,151.1% | +103.1% | +1,048.0% | +839.8% |
| All | +34,313.4% | +3,827.5% | +30,485.9% | +11,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling