+43.0%
TMUS vs JBL
+405.9%
-362.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | +3.1% | -8.4% | +11.6% | +3.3% |
| 3M | +2.4% | -14.2% | +16.6% | +2.8% |
| 6M | -17.1% | +29.6% | -46.7% | -18.8% |
| YTD | -9.1% | +37.1% | -46.2% | -11.6% |
| 1Y | -23.6% | +49.5% | -73.1% | -26.6% |
| 3Y | +38.8% | +192.7% | -153.8% | +17.4% |
| 5Y | +43.0% | +411.3% | -368.4% | -0.2% |
| All | +43.0% | +405.9% | -362.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling