+306.7%
TPR vs JBL
+1,455.1%
-1,148.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -7.3% | +4.0% | -11.3% | -9.3% |
| 30D | -30.7% | -7.5% | -23.2% | -28.7% |
| 3M | -21.6% | -14.1% | -7.6% | -17.4% |
| 6M | -21.3% | +25.9% | -47.2% | -33.8% |
| YTD | -10.2% | +36.7% | -46.8% | -28.4% |
| 1Y | +9.5% | +49.0% | -39.5% | -17.7% |
| 3Y | +280.8% | +191.8% | +89.0% | +73.9% |
| 5Y | +218.7% | +409.8% | -191.1% | -2.1% |
| 10Y | +306.7% | +1,509.2% | -1,202.6% | -29.6% |
| All | +306.7% | +1,455.1% | -1,148.4% | -29.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling