+741.5%
TT vs JBL
+1,199.1%
-457.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | -0.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -11.0% | -17.0% | +6.0% | -4.8% |
| 3M | -12.0% | -27.4% | +15.4% | -1.6% |
| 6M | -10.4% | -29.1% | +18.7% | +0.3% |
| YTD | +9.9% | +13.6% | -3.7% | +1.9% |
| 1Y | +1.5% | +22.8% | -21.3% | -8.9% |
| 3Y | +93.7% | +103.0% | -9.3% | +35.8% |
| 5Y | +139.2% | +307.4% | -168.1% | +20.8% |
| 10Y | +741.5% | +1,173.9% | -432.4% | +168.8% |
| All | +741.5% | +1,199.1% | -457.6% | +168.8% |
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