+20.9%
TMO vs JBL
+21.6%
-0.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.5% |
| 7D | -2.5% | -1.0% | -1.4% | -2.5% |
| 30D | -0.3% | -15.1% | +14.8% | -0.9% |
| 3M | +25.3% | -14.0% | +39.3% | +24.2% |
| 6M | +20.9% | +20.6% | +0.2% | +9.5% |
| All | +20.9% | +21.6% | -0.7% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling