-8.4%
T vs JBL
+44.8%
-53.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.3% |
| 7D | -2.4% | -1.0% | -1.4% | -2.5% |
| 30D | +4.3% | -15.1% | +19.4% | +2.6% |
| 3M | +11.6% | -14.0% | +25.6% | +10.3% |
| 6M | -5.6% | +20.6% | -26.2% | -3.6% |
| YTD | +6.6% | +32.9% | -26.3% | +9.4% |
| 1Y | -8.4% | +40.5% | -48.9% | -5.7% |
| All | -8.4% | +44.8% | -53.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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