+1,446.0%
JBL vs TRU
+228.6%
+1,217.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | +4.4% | -7.2% | +11.6% | +7.5% |
| 30D | -8.4% | -2.8% | -5.6% | -7.8% |
| 3M | -14.2% | +13.0% | -27.2% | -20.5% |
| 6M | +29.6% | +0.7% | +28.9% | +25.1% |
| YTD | +37.1% | -9.0% | +46.1% | +36.5% |
| 1Y | +49.5% | -16.3% | +65.8% | +53.1% |
| 3Y | +192.7% | -1.1% | +193.7% | +159.3% |
| 5Y | +411.3% | -36.0% | +447.4% | +462.4% |
| 10Y | +1,447.6% | +139.9% | +1,307.7% | +846.5% |
| All | +1,446.0% | +228.6% | +1,217.4% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling