+102.9%
T vs JBL
+189.2%
-86.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.1% | +4.0% | -7.1% | -2.9% |
| 30D | +4.6% | -7.5% | +12.1% | +4.2% |
| 3M | +12.2% | -14.1% | +26.3% | +11.7% |
| 6M | -6.5% | +25.9% | -32.3% | -5.5% |
| YTD | +4.9% | +36.7% | -31.8% | +6.2% |
| 1Y | -10.5% | +49.0% | -59.5% | -9.1% |
| All | +102.9% | +189.2% | -86.3% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling