+356.2%
TPR vs JBL
+1,148.2%
-792.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.0% |
| 7D | -0.3% | +6.3% | -6.6% | -3.5% |
| 30D | +15.1% | -13.5% | +28.6% | +22.4% |
| 3M | +3.5% | -31.3% | +34.9% | +22.3% |
| 6M | +0.4% | -28.4% | +28.9% | +13.0% |
| YTD | +4.6% | +11.6% | -7.0% | -9.8% |
| 1Y | +33.1% | +26.1% | +7.0% | +6.7% |
| 3Y | +396.0% | +97.4% | +298.6% | +182.0% |
| 5Y | +230.3% | +301.0% | -70.7% | +11.8% |
| All | +356.2% | +1,148.2% | -792.0% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling