+909.6%
JBL vs TXG
+24.6%
+885.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +4.0% | +9.1% | -5.1% | +2.4% |
| 30D | -7.5% | +14.9% | -22.4% | -9.9% |
| 3M | -14.1% | +120.0% | -134.0% | -26.0% |
| 6M | +25.9% | +221.8% | -195.9% | +0.5% |
| YTD | +36.7% | +312.6% | -275.9% | +3.5% |
| 1Y | +49.0% | +398.4% | -349.4% | +7.4% |
| 3Y | +191.8% | +42.1% | +149.7% | +147.3% |
| 5Y | +409.8% | -63.5% | +473.2% | +404.8% |
| All | +909.6% | +24.6% | +885.0% | +725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling