+8,579.1%
TPR vs JBL
+544.6%
+8,034.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +12.1% | -8.1% | +20.1% | +14.7% |
| 30D | +16.7% | -18.4% | +35.1% | +23.9% |
| 3M | -17.4% | -25.8% | +8.4% | -10.4% |
| 6M | +2.3% | -29.6% | +31.9% | +11.6% |
| YTD | +7.1% | +9.6% | -2.5% | -0.3% |
| 1Y | +29.5% | +14.1% | +15.4% | +18.7% |
| 3Y | +415.0% | +95.9% | +319.2% | +279.0% |
| 5Y | +261.5% | +298.3% | -36.9% | +107.0% |
| 10Y | +383.3% | +1,150.1% | -766.8% | +92.9% |
| All | +8,579.1% | +544.6% | +8,034.5% | +2,308.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling