+668.9%
TEL vs JBL
+1,852.6%
-1,183.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | +4.0% | -2.8% | -0.5% |
| 30D | -4.1% | -7.5% | +3.4% | -1.1% |
| 3M | -2.6% | -14.1% | +11.5% | +2.9% |
| 6M | 0.0% | +25.9% | -25.9% | -11.3% |
| YTD | -9.1% | +36.7% | -45.7% | -22.5% |
| 1Y | -0.8% | +49.0% | -49.8% | -19.1% |
| 3Y | +67.4% | +191.8% | -124.4% | -4.0% |
| 5Y | +51.8% | +409.8% | -358.0% | -32.8% |
| 10Y | +299.4% | +1,509.2% | -1,209.8% | +4.4% |
| All | +668.9% | +1,852.6% | -1,183.6% | +15.9% |
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