+95.3%
TFC vs JBL
+1,478.7%
-1,383.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +1.5% |
| 7D | -2.5% | -1.0% | -1.5% | -2.1% |
| 30D | -2.8% | -15.1% | +12.2% | +3.5% |
| 3M | +2.1% | -14.0% | +16.2% | +6.8% |
| 6M | +10.1% | +20.6% | -10.5% | -2.3% |
| YTD | +5.4% | +32.9% | -27.5% | -11.1% |
| 1Y | +16.3% | +40.5% | -24.2% | -5.8% |
| 3Y | +95.9% | +183.7% | -87.9% | +4.8% |
| 5Y | +16.0% | +388.3% | -372.4% | -54.9% |
| All | +95.3% | +1,478.7% | -1,383.4% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling