+56.5%
TEL vs JBL
+409.3%
-352.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.5% | +1.4% |
| 7D | +1.6% | +2.4% | -0.8% | +0.5% |
| 30D | -0.7% | -13.1% | +12.5% | +5.4% |
| 3M | +2.4% | -15.6% | +18.0% | +9.2% |
| 6M | +4.1% | +24.6% | -20.4% | -7.8% |
| YTD | -5.8% | +39.6% | -45.4% | -21.1% |
| 1Y | +0.9% | +48.6% | -47.7% | -18.3% |
| 3Y | +72.6% | +197.3% | -124.7% | -6.7% |
| All | +56.5% | +409.3% | -352.8% | -43.2% |
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