+736.3%
TT vs JBL
+1,148.2%
-411.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.6% |
| 7D | +4.0% | +6.3% | -2.3% | +1.6% |
| 30D | -11.3% | -13.5% | +2.2% | -6.4% |
| 3M | -12.3% | -31.3% | +19.0% | +0.2% |
| 6M | -10.8% | -28.4% | +17.6% | -0.5% |
| YTD | +8.2% | +11.6% | -3.4% | +1.0% |
| 1Y | +1.5% | +26.1% | -24.7% | -9.8% |
| 3Y | +91.5% | +97.4% | -5.9% | +35.8% |
| 5Y | +130.2% | +301.0% | -170.8% | +16.9% |
| All | +736.3% | +1,148.2% | -411.9% | +169.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling