+48.6%
JBL vs TXG
+453.6%
-405.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +4.7% |
| 7D | +2.4% | +9.5% | -7.1% | +1.4% |
| 30D | -13.1% | +18.8% | -31.9% | -14.7% |
| 3M | -15.6% | +136.1% | -151.7% | -22.9% |
| 6M | +24.6% | +235.2% | -210.7% | +9.4% |
| YTD | +39.6% | +320.5% | -280.9% | +20.9% |
| 1Y | +48.6% | +425.2% | -376.6% | +25.1% |
| All | +48.6% | +453.6% | -405.0% | +25.1% |
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