+237.8%
TMUS vs JBL
+1,148.2%
-910.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +4.9% | +6.3% | -1.4% | +4.0% |
| 30D | +7.7% | -13.5% | +21.2% | +9.6% |
| 3M | -6.8% | -31.3% | +24.5% | -2.3% |
| 6M | -9.7% | -28.4% | +18.8% | -6.6% |
| YTD | -15.0% | +11.6% | -26.5% | -19.9% |
| 1Y | -19.1% | +26.1% | -45.2% | -25.8% |
| 3Y | +21.4% | +97.4% | -75.9% | -4.2% |
| 5Y | +51.2% | +301.0% | -249.8% | -6.3% |
| All | +237.8% | +1,148.2% | -910.4% | +48.4% |
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