+519.2%
JBL vs TSLQ
-97.2%
+616.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +4.9% |
| 7D | +2.4% | -6.6% | +9.0% | +1.5% |
| 30D | -13.1% | -24.3% | +11.2% | -16.0% |
| 3M | -15.6% | -3.6% | -12.0% | -13.9% |
| 6M | +24.6% | -12.0% | +36.5% | +28.0% |
| YTD | +39.6% | +1.4% | +38.2% | +47.0% |
| 1Y | +48.6% | -43.6% | +92.2% | +47.9% |
| 3Y | +197.3% | -95.4% | +292.7% | +155.0% |
| All | +519.2% | -97.2% | +616.4% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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