+49.5%
JBL vs TXG
+372.5%
-323.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +3.0% | +1.8% | +1.2% | +2.8% |
| 30D | -8.3% | +32.0% | -40.3% | -11.0% |
| 3M | -16.9% | +87.0% | -103.9% | -22.0% |
| 6M | +21.8% | +180.1% | -158.3% | +9.3% |
| YTD | +36.3% | +284.1% | -247.8% | +20.6% |
| 1Y | +49.5% | +361.7% | -312.2% | +30.1% |
| All | +49.5% | +372.5% | -323.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling