+265.7%
TSM vs JBL
+299.0%
-33.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.5% |
| 7D | +6.2% | +6.3% | -0.1% | +2.7% |
| 30D | -7.3% | -13.5% | +6.2% | +0.5% |
| 3M | -7.1% | -31.3% | +24.2% | +12.8% |
| 6M | +0.2% | -28.4% | +28.7% | +18.2% |
| YTD | +32.2% | +11.6% | +20.7% | +21.7% |
| 1Y | +42.8% | +26.1% | +16.7% | +22.7% |
| 3Y | +330.4% | +97.4% | +233.0% | +178.0% |
| All | +265.7% | +299.0% | -33.3% | +43.9% |
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