+239.1%
TPR vs JBL
+405.9%
-166.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.0% |
| 7D | -3.4% | +4.4% | -7.8% | -5.2% |
| 30D | -27.3% | -8.4% | -18.9% | -25.2% |
| 3M | -16.2% | -14.2% | -2.1% | -12.3% |
| 6M | -17.9% | +29.6% | -47.5% | -30.0% |
| YTD | -7.1% | +37.1% | -44.2% | -23.3% |
| 1Y | +13.6% | +49.5% | -35.9% | -10.7% |
| 3Y | +293.7% | +192.7% | +101.1% | +99.5% |
| 5Y | +239.1% | +411.3% | -172.3% | +5.0% |
| All | +239.1% | +405.9% | -166.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling