+1,525.0%
TFC vs JBL
+34,886.9%
-33,361.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.6% |
| 7D | +2.3% | +6.3% | -4.1% | +1.1% |
| 30D | +10.8% | -13.5% | +24.3% | +13.3% |
| 3M | -3.8% | -31.3% | +27.6% | +2.1% |
| 6M | +9.6% | -28.4% | +38.0% | +14.7% |
| YTD | +5.8% | +11.6% | -5.8% | +1.8% |
| 1Y | +16.2% | +26.1% | -10.0% | +9.3% |
| 3Y | +96.0% | +97.4% | -1.4% | +67.4% |
| 5Y | +1.7% | +301.0% | -299.3% | -23.5% |
| 10Y | +79.9% | +1,151.1% | -1,071.2% | +12.8% |
| All | +1,525.0% | +34,886.9% | -33,361.9% | +713.1% |
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 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