+285.0%
TSM vs JBL
+410.1%
-125.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +4.8% | +4.0% | +0.8% | +2.6% |
| 30D | +4.0% | -7.5% | +11.5% | +8.1% |
| 3M | +2.0% | -14.1% | +16.0% | +9.9% |
| 6M | +25.5% | +25.9% | -0.4% | +9.6% |
| YTD | +44.0% | +36.7% | +7.3% | +19.9% |
| 1Y | +75.4% | +49.0% | +26.4% | +38.3% |
| 3Y | +406.7% | +191.8% | +215.0% | +165.3% |
| 5Y | +285.0% | +409.8% | -124.8% | +37.7% |
| All | +285.0% | +410.1% | -125.1% | +37.7% |
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