+1,525.1%
JBL vs TSN
-4.9%
+1,530.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.1% | +4.8% |
| 7D | +2.4% | +3.0% | -0.6% | +1.5% |
| 30D | -13.1% | -4.2% | -8.9% | -12.2% |
| 3M | -15.6% | -3.9% | -11.7% | -15.2% |
| 6M | +24.6% | -9.8% | +34.4% | +26.9% |
| YTD | +39.6% | -7.3% | +46.9% | +40.6% |
| 1Y | +48.6% | -2.2% | +50.8% | +46.4% |
| 3Y | +197.3% | +11.9% | +185.4% | +170.5% |
| 5Y | +413.0% | -16.9% | +429.9% | +416.8% |
| All | +1,525.1% | -4.9% | +1,530.0% | +1,354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling