+413.7%
JBL vs TW
+19.5%
+394.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.2% |
| 7D | +2.4% | -4.5% | +6.9% | +3.2% |
| 30D | -13.1% | -2.3% | -10.9% | -12.8% |
| 3M | -15.6% | +2.6% | -18.2% | -16.7% |
| 6M | +24.6% | -17.5% | +42.1% | +29.0% |
| YTD | +39.6% | -5.3% | +44.9% | +38.9% |
| 1Y | +48.6% | -14.8% | +63.4% | +52.0% |
| 3Y | +197.3% | +18.8% | +178.4% | +165.3% |
| All | +413.7% | +19.5% | +394.2% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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