+183.0%
JBL vs TSN
+11.8%
+171.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -2.6% |
| 7D | -1.0% | +1.4% | -2.4% | -0.9% |
| 30D | -15.1% | -6.2% | -8.9% | -15.4% |
| 3M | -14.0% | -5.7% | -8.4% | -14.5% |
| 6M | +20.6% | -11.4% | +32.0% | +19.8% |
| YTD | +32.9% | -8.2% | +41.1% | +32.2% |
| 1Y | +40.5% | -2.0% | +42.5% | +40.4% |
| All | +183.0% | +11.8% | +171.1% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling