+4,197.0%
TRV vs JBL
+41,567.8%
-37,370.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | -1.8% | -15.1% | +13.3% | +0.1% |
| 3M | +21.6% | -14.0% | +35.6% | +23.2% |
| 6M | +22.5% | +20.6% | +1.8% | +18.3% |
| YTD | +28.1% | +32.9% | -4.7% | +21.9% |
| 1Y | +37.0% | +40.5% | -3.5% | +29.0% |
| 3Y | +141.9% | +183.7% | -41.9% | +103.4% |
| 5Y | +158.5% | +388.3% | -229.8% | +100.3% |
| 10Y | +297.5% | +1,464.9% | -1,167.4% | +162.7% |
| All | +4,197.0% | +41,567.8% | -37,370.8% | +2,337.2% |
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