+328.6%
TMO vs JBL
+1,558.3%
-1,229.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | 0.0% |
| 7D | -0.6% | +2.4% | -3.1% | -1.2% |
| 30D | +1.1% | -13.1% | +14.2% | +3.9% |
| 3M | +28.3% | -15.6% | +43.9% | +31.9% |
| 6M | +23.3% | +24.6% | -1.3% | +14.8% |
| YTD | +5.5% | +39.6% | -34.2% | -4.9% |
| 1Y | +24.5% | +48.6% | -24.1% | +10.0% |
| 3Y | +19.6% | +197.3% | -177.7% | -14.7% |
| 5Y | +8.1% | +413.0% | -404.9% | -34.6% |
| All | +328.6% | +1,558.3% | -1,229.7% | +95.2% |
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