-12.6%
TLT vs JBL
+1,148.2%
-1,160.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.5% |
| 7D | -3.1% | +6.3% | -9.4% | -2.8% |
| 30D | +1.0% | -13.5% | +14.5% | +0.4% |
| 3M | -2.7% | -31.3% | +28.6% | -4.3% |
| 6M | -4.1% | -28.4% | +24.3% | -5.4% |
| YTD | -5.4% | +11.6% | -16.9% | -4.1% |
| 1Y | -7.0% | +26.1% | -33.1% | -5.0% |
| 3Y | +2.8% | +97.4% | -94.5% | +9.1% |
| 5Y | -35.4% | +301.0% | -336.4% | -26.4% |
| All | -12.6% | +1,148.2% | -1,160.8% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling