-48.5%
TE vs JBL
+390.6%
-439.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -4.0% | -4.6% |
| 7D | +0.9% | -1.0% | +1.9% | +1.8% |
| 30D | -16.3% | -15.1% | -1.2% | -5.6% |
| 3M | -40.8% | -14.0% | -26.7% | -32.2% |
| 6M | -42.6% | +20.6% | -63.2% | -48.4% |
| YTD | -31.4% | +32.9% | -64.3% | -42.5% |
| 1Y | +144.9% | +40.5% | +104.4% | +93.4% |
| 3Y | -26.0% | +183.7% | -209.8% | -67.7% |
| 5Y | -48.5% | +388.3% | -436.8% | -86.4% |
| All | -48.5% | +390.6% | -439.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling