+416.5%
TPR vs JBL
+87.5%
+329.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | +14.2% | -12.3% | +26.5% | +18.3% |
| 30D | +17.1% | -20.2% | +37.2% | +24.4% |
| 3M | -17.7% | -30.6% | +12.9% | -9.5% |
| 6M | -10.2% | -35.8% | +25.6% | +0.9% |
| YTD | +4.9% | +4.9% | 0.0% | -3.2% |
| 1Y | +36.1% | +11.3% | +24.8% | +22.6% |
| 3Y | +416.5% | +89.1% | +327.4% | +269.6% |
| All | +416.5% | +87.5% | +329.0% | +269.6% |
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 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