+310.3%
TPR vs JBL
+181.2%
+129.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -2.3% | +3.0% | -5.3% | -3.2% |
| 30D | -23.0% | -8.3% | -14.7% | -21.4% |
| 3M | -12.5% | -16.9% | +4.4% | -8.4% |
| 6M | -21.4% | +21.8% | -43.2% | -28.4% |
| YTD | -3.5% | +36.3% | -39.8% | -15.6% |
| 1Y | +17.4% | +49.5% | -32.2% | -0.9% |
| All | +310.3% | +181.2% | +129.1% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling