+84.4%
TSM vs JBL
+52.3%
+32.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.0% |
| 7D | +2.7% | +3.0% | -0.3% | +1.0% |
| 30D | +3.6% | -8.3% | +11.9% | +8.1% |
| 3M | -3.4% | -16.9% | +13.5% | +5.8% |
| 6M | +20.6% | +21.8% | -1.1% | +7.1% |
| YTD | +41.9% | +36.3% | +5.6% | +19.2% |
| 1Y | +84.4% | +49.5% | +34.9% | +47.0% |
| All | +84.4% | +52.3% | +32.0% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling