+41.8%
TGT vs JBL
+195.4%
-153.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -0.7% |
| 7D | -5.2% | +2.4% | -7.7% | -5.6% |
| 30D | +1.2% | -13.1% | +14.3% | +3.2% |
| 3M | +18.4% | -15.6% | +34.0% | +21.1% |
| 6M | +33.4% | +24.6% | +8.9% | +25.4% |
| YTD | +63.8% | +39.6% | +24.2% | +49.7% |
| 1Y | +77.2% | +48.6% | +28.6% | +58.8% |
| 3Y | +41.8% | +197.3% | -155.5% | +9.8% |
| All | +41.8% | +195.4% | -153.7% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling