+154.4%
TRV vs JBL
+384.9%
-230.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | -1.8% | -15.1% | +13.3% | -1.1% |
| 3M | +21.6% | -14.0% | +35.6% | +22.2% |
| 6M | +22.5% | +20.6% | +1.8% | +19.9% |
| YTD | +28.1% | +32.9% | -4.7% | +24.2% |
| 1Y | +37.0% | +40.5% | -3.5% | +31.7% |
| 3Y | +141.9% | +183.7% | -41.9% | +108.6% |
| All | +154.4% | +384.9% | -230.5% | +90.0% |
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