+5,133.2%
TGT vs JBL
+42,747.1%
-37,614.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -3.6% | +4.0% | -7.6% | -4.1% |
| 30D | +4.4% | -7.5% | +11.9% | +5.4% |
| 3M | +25.4% | -14.1% | +39.4% | +27.3% |
| 6M | +33.4% | +25.9% | +7.5% | +27.4% |
| YTD | +65.6% | +36.7% | +28.9% | +55.9% |
| 1Y | +80.3% | +49.0% | +31.3% | +67.0% |
| 3Y | +42.1% | +191.8% | -149.6% | +17.1% |
| 5Y | -25.0% | +409.8% | -434.8% | -43.3% |
| 10Y | +208.2% | +1,509.2% | -1,301.0% | +93.3% |
| All | +5,133.2% | +42,747.1% | -37,614.0% | +2,310.7% |
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