-20.7%
TLT vs JBL
+1,558.3%
-1,579.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | +0.4% |
| 7D | -1.6% | +2.4% | -4.0% | -1.5% |
| 30D | -1.1% | -13.1% | +12.0% | -1.8% |
| 3M | -4.9% | -15.6% | +10.7% | -5.5% |
| 6M | -5.0% | +24.6% | -29.6% | -3.5% |
| YTD | -4.4% | +39.6% | -44.0% | -2.1% |
| 1Y | -6.4% | +48.6% | -55.0% | -3.7% |
| 3Y | -2.0% | +197.3% | -199.3% | +6.7% |
| 5Y | -35.0% | +413.0% | -448.0% | -25.0% |
| All | -20.7% | +1,558.3% | -1,579.0% | +5.4% |
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