+15.5%
TSLA vs JBL
+299.0%
-283.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | +8.9% | +6.3% | +2.6% | +5.3% |
| 30D | +6.3% | -13.5% | +19.8% | +15.0% |
| 3M | +14.8% | -31.3% | +46.1% | +39.0% |
| 6M | -12.4% | -28.4% | +16.1% | +2.9% |
| YTD | -13.2% | +11.6% | -24.8% | -23.5% |
| 1Y | -2.9% | +26.1% | -29.1% | -21.3% |
| 3Y | +74.4% | +97.4% | -22.9% | -1.0% |
| All | +15.5% | +299.0% | -283.5% | -65.2% |
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 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