+36.0%
TSM vs JBL
+20.8%
+15.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | +0.3% |
| 7D | -10.0% | -11.1% | +1.2% | -4.1% |
| 30D | -18.5% | -14.1% | -4.5% | -12.0% |
| 3M | -4.9% | -23.9% | +19.1% | +8.7% |
| 6M | -1.0% | -24.1% | +23.1% | +11.8% |
| YTD | +31.3% | +13.5% | +17.8% | +19.6% |
| 1Y | +36.0% | +23.7% | +12.3% | +20.0% |
| All | +36.0% | +20.8% | +15.2% | +20.0% |
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