+16.0%
TFC vs JBL
+390.6%
-374.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +1.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -2.8% | -15.1% | +12.2% | +1.9% |
| 3M | +2.1% | -14.0% | +16.2% | +5.7% |
| 6M | +10.1% | +20.6% | -10.5% | +0.5% |
| YTD | +5.4% | +32.9% | -27.5% | -7.5% |
| 1Y | +16.3% | +40.5% | -24.2% | -1.0% |
| 3Y | +95.9% | +183.7% | -87.9% | +18.9% |
| 5Y | +16.0% | +388.3% | -372.4% | -47.8% |
| All | +16.0% | +390.6% | -374.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling