+74.4%
TSLA vs JBL
+100.1%
-25.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | +8.9% | +6.3% | +2.6% | +5.9% |
| 30D | +6.3% | -13.5% | +19.8% | +13.6% |
| 3M | +14.8% | -31.3% | +46.1% | +34.8% |
| 6M | -12.4% | -28.4% | +16.1% | +0.5% |
| YTD | -13.2% | +11.6% | -24.8% | -21.3% |
| 1Y | -2.9% | +26.1% | -29.1% | -18.2% |
| 3Y | +74.4% | +97.4% | -22.9% | +8.5% |
| All | +74.4% | +100.1% | -25.7% | +8.5% |
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