+291.7%
TMUS vs JBL
+1,275.0%
-983.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +9.5% | -8.1% | +17.6% | +11.6% |
| 30D | +13.8% | -18.4% | +32.2% | +18.9% |
| 3M | -4.6% | -25.8% | +21.2% | +1.3% |
| 6M | -11.7% | -29.6% | +17.9% | -6.3% |
| YTD | -15.4% | +9.6% | -25.0% | -21.8% |
| 1Y | -16.1% | +14.1% | -30.2% | -23.6% |
| 3Y | +20.5% | +95.9% | -75.4% | -11.7% |
| 5Y | +48.7% | +298.3% | -249.6% | -15.6% |
| 10Y | +240.8% | +1,150.1% | -909.3% | +24.5% |
| All | +291.7% | +1,275.0% | -983.4% | +9.2% |
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 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