+320.5%
TMUS vs JBL
+1,609.4%
-1,288.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.7% |
| 30D | +5.3% | -8.3% | +13.5% | +7.2% |
| 3M | +3.1% | -16.9% | +20.0% | +6.5% |
| 6M | -16.5% | +21.8% | -38.2% | -23.0% |
| YTD | -9.2% | +36.3% | -45.5% | -19.5% |
| 1Y | -26.5% | +49.5% | -76.0% | -37.2% |
| 3Y | +39.0% | +170.6% | -131.6% | -6.3% |
| 5Y | +40.4% | +408.4% | -368.0% | -24.5% |
| 10Y | +303.7% | +1,450.4% | -1,146.7% | +41.3% |
| All | +320.5% | +1,609.4% | -1,288.9% | +12.3% |
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