+16.3%
TFC vs JBL
+44.8%
-28.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.7% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -2.8% | -15.1% | +12.2% | -1.0% |
| 3M | +2.1% | -14.0% | +16.2% | +3.6% |
| 6M | +10.1% | +20.6% | -10.5% | +5.3% |
| YTD | +5.4% | +32.9% | -27.5% | +0.3% |
| 1Y | +16.3% | +40.5% | -24.2% | +9.1% |
| All | +16.3% | +44.8% | -28.5% | +9.1% |
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