+337.7%
TSM vs JBL
+104.6%
+233.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +14.8% | +10.0% | +4.9% | +9.1% |
| 30D | -8.9% | -18.2% | +9.3% | +1.3% |
| 3M | -5.3% | -29.0% | +23.7% | +12.6% |
| 6M | +2.6% | -25.9% | +28.4% | +18.4% |
| YTD | +34.5% | +14.1% | +20.4% | +22.6% |
| 1Y | +41.0% | +21.7% | +19.3% | +24.1% |
| All | +337.7% | +104.6% | +233.1% | +188.0% |
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 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