+4,313.7%
TMO vs JBL
+41,567.8%
-37,254.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | 0.0% |
| 7D | -2.5% | -1.0% | -1.4% | -2.3% |
| 30D | -0.3% | -15.1% | +14.8% | +2.0% |
| 3M | +25.3% | -14.0% | +39.3% | +27.3% |
| 6M | +20.9% | +20.6% | +0.2% | +16.1% |
| YTD | +4.3% | +32.9% | -28.6% | -1.5% |
| 1Y | +27.0% | +40.5% | -13.5% | +18.5% |
| 3Y | +17.5% | +183.7% | -166.2% | -3.4% |
| 5Y | +6.9% | +388.3% | -381.4% | -19.5% |
| 10Y | +332.0% | +1,464.9% | -1,133.0% | +166.5% |
| All | +4,313.7% | +41,567.8% | -37,254.1% | +1,868.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling