+23.7%
JBL vs TRU
+2.1%
+21.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.6% | -9.4% | -4.3% |
| 7D | -11.1% | +10.5% | -21.6% | -10.2% |
| 30D | -14.1% | +28.7% | -42.8% | -12.6% |
| 3M | -23.9% | +0.7% | -24.6% | -24.2% |
| 6M | -24.1% | +19.3% | -43.4% | -24.6% |
| YTD | +13.5% | -3.7% | +17.2% | +12.5% |
| 1Y | +23.7% | +3.4% | +20.3% | +20.6% |
| All | +23.7% | +2.1% | +21.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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