+183.0%
JBL vs TRU
-2.2%
+185.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -1.0% | -9.4% | +8.4% | +0.9% |
| 30D | -15.1% | -4.1% | -11.0% | -14.6% |
| 3M | -14.0% | +13.6% | -27.6% | -17.7% |
| 6M | +20.6% | +3.6% | +17.0% | +17.7% |
| YTD | +32.9% | -9.8% | +42.7% | +33.6% |
| 1Y | +40.5% | -13.6% | +54.2% | +42.6% |
| All | +183.0% | -2.2% | +185.2% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling