+148.6%
TE vs JBL
+52.3%
+96.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | 0.0% |
| 7D | -4.0% | +3.0% | -7.0% | -6.3% |
| 30D | -15.9% | -8.3% | -7.6% | -10.7% |
| 3M | -60.5% | -16.9% | -43.6% | -54.0% |
| 6M | -35.2% | +21.8% | -57.0% | -36.2% |
| YTD | -31.1% | +36.3% | -67.4% | -35.0% |
| 1Y | +148.6% | +49.5% | +99.1% | +135.3% |
| All | +148.6% | +52.3% | +96.3% | +135.3% |
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