+3.0%
TEAM vs JBL
+44.8%
-41.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +0.3% |
| 7D | -7.8% | -1.0% | -6.7% | -8.0% |
| 30D | +16.5% | -15.1% | +31.6% | +11.9% |
| 3M | +96.2% | -14.0% | +110.2% | +91.8% |
| 6M | +130.2% | +20.6% | +109.6% | +133.8% |
| YTD | +10.7% | +32.9% | -22.1% | +12.8% |
| 1Y | +3.0% | +40.5% | -37.5% | +4.4% |
| All | +3.0% | +44.8% | -41.8% | +4.4% |
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