+12,772.9%
TDG vs JBL
+923.9%
+11,848.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | -9.3% | -15.1% | +5.8% | -4.7% |
| 3M | -7.1% | -14.0% | +7.0% | -3.6% |
| 6M | -11.2% | +20.6% | -31.8% | -18.5% |
| YTD | -15.3% | +32.9% | -48.2% | -25.2% |
| 1Y | -12.5% | +40.5% | -53.0% | -24.9% |
| 3Y | +51.2% | +183.7% | -132.5% | -3.5% |
| 5Y | +126.1% | +388.3% | -262.2% | +17.8% |
| 10Y | +536.2% | +1,464.9% | -928.7% | +126.6% |
| All | +12,772.9% | +923.9% | +11,848.9% | +3,363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling