-5.6%
TLT vs JBL
+20.8%
-26.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +0.9% |
| 7D | +1.0% | -11.1% | +12.1% | +1.1% |
| 30D | +6.0% | -14.1% | +20.1% | +6.3% |
| 3M | -0.9% | -23.9% | +23.0% | -0.4% |
| 6M | -2.3% | -24.1% | +21.8% | -1.9% |
| YTD | -3.3% | +13.5% | -16.8% | -3.4% |
| 1Y | -5.6% | +23.7% | -29.3% | -5.3% |
| All | -5.6% | +20.8% | -26.4% | -5.3% |
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