-24.5%
TE vs JBL
+181.3%
-205.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -4.0% | -4.7% |
| 7D | +0.9% | -1.0% | +1.9% | +1.8% |
| 30D | -16.3% | -15.1% | -1.2% | -6.1% |
| 3M | -40.8% | -14.0% | -26.7% | -32.7% |
| 6M | -42.6% | +20.6% | -63.2% | -47.2% |
| YTD | -31.4% | +32.9% | -64.3% | -40.6% |
| 1Y | +144.9% | +40.5% | +104.4% | +101.0% |
| All | -24.5% | +181.3% | -205.8% | -58.4% |
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 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