+614.2%
TEAM vs JBL
+1,013.3%
-399.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | -2.4% | +6.3% | -8.7% | -4.3% |
| 30D | -26.7% | -13.5% | -13.2% | -23.4% |
| 3M | -9.6% | -31.3% | +21.7% | +0.5% |
| 6M | +86.0% | -28.4% | +114.5% | +99.3% |
| YTD | -7.5% | +11.6% | -19.1% | -19.2% |
| 1Y | -1.4% | +26.1% | -27.5% | -18.3% |
| 3Y | -14.3% | +97.4% | -111.7% | -44.1% |
| 5Y | -66.3% | +301.0% | -367.3% | -83.9% |
| 10Y | +445.6% | +1,151.1% | -705.5% | +59.6% |
| All | +614.2% | +1,013.3% | -399.1% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling