+506.1%
JBL vs TSLQ
-97.3%
+603.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | -8.0% | +12.0% | +3.0% |
| 30D | -7.5% | -23.8% | +16.3% | -10.4% |
| 3M | -14.1% | -7.0% | -7.0% | -12.6% |
| 6M | +25.9% | -17.1% | +43.0% | +28.4% |
| YTD | +36.7% | +0.1% | +36.6% | +43.6% |
| 1Y | +49.0% | -51.2% | +100.2% | +45.5% |
| 3Y | +191.8% | -95.9% | +287.7% | +145.6% |
| All | +506.1% | -97.3% | +603.3% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling