+52.0%
TDG vs JBL
+195.4%
-143.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.9% | +0.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -7.7% | -13.1% | +5.4% | -5.9% |
| 3M | -9.3% | -15.6% | +6.3% | -7.4% |
| 6M | -9.4% | +24.6% | -33.9% | -13.7% |
| YTD | -14.3% | +39.6% | -53.9% | -20.0% |
| 1Y | -11.8% | +48.6% | -60.4% | -19.0% |
| 3Y | +52.0% | +197.3% | -145.3% | +24.2% |
| All | +52.0% | +195.4% | -143.5% | +24.2% |
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