+145.0%
TRV vs JBL
+195.4%
-50.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -3.0% | +2.1% |
| 7D | +1.9% | +2.4% | -0.5% | +2.0% |
| 30D | +1.7% | -13.1% | +14.8% | +1.5% |
| 3M | +23.9% | -15.6% | +39.5% | +23.9% |
| 6M | +26.3% | +24.6% | +1.7% | +25.6% |
| YTD | +30.8% | +39.6% | -8.8% | +29.7% |
| 1Y | +36.3% | +48.6% | -12.3% | +34.8% |
| 3Y | +145.0% | +197.3% | -52.2% | +135.7% |
| All | +145.0% | +195.4% | -50.4% | +135.7% |
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 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