+59.7%
TEM vs JBL
+161.6%
-101.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +3.2% | +4.4% | -1.2% | +0.5% |
| 30D | +23.5% | -8.4% | +32.0% | +29.3% |
| 3M | +32.3% | -14.2% | +46.5% | +42.2% |
| 6M | +23.0% | +29.6% | -6.6% | -6.6% |
| YTD | +8.9% | +37.1% | -28.2% | -23.2% |
| 1Y | -19.9% | +49.5% | -69.3% | -49.4% |
| All | +59.7% | +161.6% | -101.9% | -44.7% |
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 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