-33.5%
TEM vs JBL
+47.2%
-80.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -1.0% |
| 7D | -8.7% | +2.4% | -11.1% | -9.3% |
| 30D | +8.1% | -13.1% | +21.2% | +12.5% |
| 3M | +19.0% | -15.6% | +34.6% | +23.4% |
| 6M | +12.0% | +24.6% | -12.6% | -0.4% |
| YTD | -0.1% | +39.6% | -39.7% | -15.7% |
| 1Y | -33.5% | +48.6% | -82.1% | -45.7% |
| All | -33.5% | +47.2% | -80.7% | -45.7% |
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