+1,021.0%
JBL vs TW
+211.4%
+809.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | +4.4% | -3.5% | +7.9% | +5.4% |
| 30D | -8.4% | +0.5% | -8.9% | -8.7% |
| 3M | -14.2% | +4.9% | -19.1% | -16.4% |
| 6M | +29.6% | -17.1% | +46.7% | +35.5% |
| YTD | +37.1% | -3.9% | +40.9% | +35.6% |
| 1Y | +49.5% | -13.3% | +62.7% | +52.8% |
| 3Y | +192.7% | +20.9% | +171.8% | +156.0% |
| 5Y | +411.3% | +20.5% | +390.8% | +337.0% |
| All | +1,021.0% | +211.4% | +809.5% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling