+15.1%
TEAM vs JBL
+20.8%
-5.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -1.8% |
| 7D | -13.7% | -11.1% | -2.6% | -16.3% |
| 30D | -3.4% | -14.1% | +10.6% | -7.1% |
| 3M | +72.1% | -23.9% | +96.1% | +60.4% |
| 6M | +103.8% | -24.1% | +127.9% | +92.3% |
| YTD | +17.1% | +13.5% | +3.6% | +16.8% |
| 1Y | +15.1% | +23.7% | -8.6% | +12.1% |
| All | +15.1% | +20.8% | -5.7% | +12.1% |
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