+23.7%
JBL vs TXG
+406.9%
-383.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.4% | -8.3% | -5.2% |
| 7D | -11.1% | -19.3% | +8.1% | -9.2% |
| 30D | -14.1% | -30.9% | +16.8% | -11.5% |
| 3M | -23.9% | +41.1% | -65.0% | -27.5% |
| 6M | -24.1% | +211.9% | -236.0% | -33.0% |
| YTD | +13.5% | +314.0% | -300.5% | -1.2% |
| 1Y | +23.7% | +405.4% | -381.7% | +6.2% |
| All | +23.7% | +406.9% | -383.2% | +6.2% |
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