+9.5%
TPR vs JBL
+49.3%
-39.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -7.3% | +4.0% | -11.3% | -8.4% |
| 30D | -30.7% | -7.5% | -23.2% | -29.7% |
| 3M | -21.6% | -14.1% | -7.6% | -18.7% |
| 6M | -21.3% | +25.9% | -47.2% | -31.5% |
| YTD | -10.2% | +36.7% | -46.8% | -24.7% |
| 1Y | +9.5% | +49.0% | -39.5% | -12.7% |
| All | +9.5% | +49.3% | -39.8% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling