-17.0%
TEAM vs JBL
+189.2%
-206.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -4.7% | +4.0% | -8.7% | -5.1% |
| 30D | +17.0% | -7.5% | +24.5% | +17.9% |
| 3M | +85.9% | -14.1% | +100.0% | +88.7% |
| 6M | +116.7% | +25.9% | +90.8% | +97.0% |
| YTD | +9.6% | +36.7% | -27.0% | -4.0% |
| 1Y | -2.5% | +49.0% | -51.5% | -18.0% |
| All | -17.0% | +189.2% | -206.2% | -44.8% |
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