-25.8%
TE vs JBL
+20.8%
-46.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.3% | +1.3% |
| 7D | +3.8% | -11.1% | +14.9% | +16.8% |
| 30D | -26.2% | -14.1% | -12.1% | -14.2% |
| 3M | -49.7% | -23.9% | -25.8% | -35.9% |
| 6M | -46.5% | -24.1% | -22.4% | -28.5% |
| YTD | -59.1% | +13.5% | -72.6% | -64.6% |
| 1Y | -25.8% | +23.7% | -49.5% | -45.4% |
| All | -25.8% | +20.8% | -46.6% | -45.4% |
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