+296.2%
TMUS vs JBL
+1,330.8%
-1,034.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | +10.0% | -3.5% | +4.0% |
| 30D | +11.3% | -18.2% | +29.5% | +16.1% |
| 3M | -2.9% | -29.0% | +26.1% | +4.3% |
| 6M | -10.5% | -25.9% | +15.3% | -6.3% |
| YTD | -14.4% | +14.1% | -28.5% | -21.7% |
| 1Y | -17.9% | +21.7% | -39.5% | -26.4% |
| 3Y | +21.9% | +103.8% | -82.0% | -11.6% |
| 5Y | +52.1% | +310.0% | -257.9% | -14.2% |
| 10Y | +242.4% | +1,179.2% | -936.8% | +24.5% |
| All | +296.2% | +1,330.8% | -1,034.7% | +9.4% |
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 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