+305.7%
TMUS vs JBL
+1,478.7%
-1,173.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | -5.8% | -1.0% | -4.8% | -5.6% |
| 30D | -0.2% | -15.1% | +14.8% | +2.1% |
| 3M | -4.0% | -14.0% | +10.1% | -2.5% |
| 6M | -18.1% | +20.6% | -38.7% | -22.4% |
| YTD | -11.3% | +32.9% | -44.2% | -18.0% |
| 1Y | -24.7% | +40.5% | -65.3% | -31.7% |
| 3Y | +35.4% | +183.7% | -148.4% | -1.3% |
| 5Y | +42.4% | +388.3% | -345.9% | -14.2% |
| All | +305.7% | +1,478.7% | -1,173.0% | +69.5% |
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 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